If you manage to get onto a train without having a train ticket then you will face a fine that can be as high as $1,000.00 if it's your first offense.
Sometimes you may be asked to get off the train and other times you may get to stay on the train until you get to your destination but you'll likely have to pay a fine and go to court and if it's your second offense then you may even get some jail time.
It's not worth it to try and get on a train without a ticket as it can cost you more money and cause more trouble than just buying the train ticket in the first place.