GROUP BY with MAX(DATE)

SELECT train, dest, time FROM ( 
  SELECT train, dest, time, 
    RANK() OVER (PARTITION BY train ORDER BY time DESC) dest_rank
    FROM traintable
  ) where dest_rank = 1

You cannot include non-aggregated columns in your result set which are not grouped. If a train has only one destination, then just add the destination column to your group by clause, otherwise you need to rethink your query.

Try:

SELECT t.Train, t.Dest, r.MaxTime
FROM (
      SELECT Train, MAX(Time) as MaxTime
      FROM TrainTable
      GROUP BY Train
) r
INNER JOIN TrainTable t
ON t.Train = r.Train AND t.Time = r.MaxTime

Here's an example that only uses a Left join and I believe is more efficient than any group by method out there: ExchangeCore Blog

SELECT t1.*
FROM TrainTable t1 LEFT JOIN TrainTable t2
ON (t1.Train = t2.Train AND t1.Time < t2.Time)
WHERE t2.Time IS NULL;