Lori Girard, a wealthy young woman invites the Hardy Boys to the search for Jake Hurley's mine on his train because of their relations with her father. Frank and Joe, the Hardy Boys, invite Nancy to go with them, for she is a good friend of theirs and they know Nancy loves a good mystery. When they get on the train, they find out that Lori also invited Tino Balducci, John Grey and Charleena Purcell. Jake Hurley is missing. But while looking for Jake, it is rumored that his wife Camille, haunts the train and Nancy must watch her every step.
- Frank and Joe Hardy
These two brothers are no strangers to mystery and are friends of Nancy. They've been solving crimes and going undercover for ATAC. Lori invited them along because her father knows theirs.
- Lori Girard
Beautiful, rich Lori loves to party. And what could be cooler than a party on a haunted train with world-famous detectives bound for an unknown destination to discover a century-old secret? Her dream is to become a romance novelist and even has sent story plans to Charleena Purcell. Could she be planning something sinister, though? She mistakens Nancy's name as Natalie, Amy, Nandi, and many others.
- Tino Balducci
Tino is a hot-shot detective who solved a big case in Chicago. Some people say it was just luck, but Tino's out to show them that he is the best detective. Plus, he has history with Lori. Is he not telling some things?
- Charleena Purcell
Charleena's romance novels have sold millions of copies, but she's not interested in parties. She's done her homework about Jake Hurley, though, and knows a lot about him and Camille. She doesn't remember Nancy. Does this book have some missing pages?
- John Grey
Host of the Ghost Chasers, John analyzes electromagnetic fields to determine if there are any ghosts in the area. He thinks that Camille's ghost may know something about Jake's mine and disappearance. Does he have an old 'ghostly' past?
Works at the museum and taffy shop in Copper Gorge. Wears a giant miner costume. Fatima is a huge fan of Charleena Purcell. However, Fatima can go from nice to mean in a split second if you touch any of the artifacts in the museum without her permission. She is a seeable character but not a suspect in the game.
As with all Nancy Drew games, in Last Train to Blue Moon Canyon, there are many fatal accidents, such as:
- Pulling emergency brake near the beginning
- Getting crushed by rocks by taking out the bracing timbers in the wrong order
- Turning the steam wheel before connecting pipes
- Taking too long to get out of the mine or taking the wrong set of tracks while in the mine cart:
- Get crushed by rocks
- Fall off the tracks
- Crash into crates of dynamite that explode
- Stalling in a dark tunnel
- Driving into a boulder
However, if the player makes a mistake, they may click on "Second Chance" at the main menu and it will take them back to the place before they made that mistake.
- Nancy Drew -- Lani Minella
- Frank Hardy -- Wayne Rawley
- Joe Hardy -- Rob Jones
- Lori Girard -- Sarah Papineau
- Charleena Purcell -- Julia Frances
- John Grey -- Lowell Deo
- Tino Balducci -- Jeff Minnerly
- Bess Marvin -- Alisa Murray
- George Fayne -- Patty Pomplun
- Fatima/Waitress -- Amy Broomhall
- Engineer/Oldtimer/Additional Voices -- Jason Sharp
- When you open the drawer under Camille's doll collection, there is a box that is the same from Abby's jewelry box from Message in a Haunted Mansion.
- On the front cover of the box for this game, there are many number 13s hidden.
- The Hardy Boys and Charleena Purcell can both be called in The Secret of Shadow Ranch.
- During the game, the name "Krolmeister" can be found around the train several times. This name can also be found in other Nancy Drew games such as Secret of the Old Clock.
- In this game, Charleena Purcell does not remember you.
- This is the first game that has a different magnifying glass.
- This is also the first game where Nancy has a different handwriting in her journal and tasklist.