Call of Cthulhu 7th edition RPG: Reign of Terror - Rules of Play says:
Developed by Call of Cthulhu mastermind Mark Morrison as a secret chapter in the story of Horror on the Orient Express, Reign of Terror has been designed for play with or without reference to that campaign. If used with Horror on the Orient Express, it provides an exciting and action-packed “living handout” that brings new insights and illuminates the players into the full horror of one of the campaign’s dire villains.