Crews used fire extinguishers to put out the flames before he was transported to Westchester Medical Center in critical condition.
Authorities are still investigating how McClellen was able to get on top of the train, which gets its power from overhead wires, News 12 Westchester reported.
McClellen was a native of Cleveland and was reportedly an actor and model living in New York City, according to Heavy.com.
Earlier reports said he had jumped onto the top of the train after it left the Stamford train station.
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