Can you use an old train schedule or advertisement in a book?

Yes, you can use anything protected by copyright as of 1925, since any copyrights in those newspaper ads would have expired after a 95 year term.

As for the train schedules,those may not have ever enjoyed copyright protection, lacking even the small amount of creativity necessary,

You should see your own entertainment counsel to get your book "vetted" to make sure there's no infringement of anyone's rights, and to secure its own copyright registration.

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To add to my colleague's answer, you additionally asked about using advertisements. While the copyright answer above is correct on the train schedules, depending on the advertising, your use of the advertisement, and other factors, the use might create a question on trademark law (e.g. an image of Mickey Mouse could be a copyright and an trademark). Consult with your attorney.

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