Green’s Dictionary of Slang

nag v.

[? abbr. of SE snag, to grab hold of]

(US) of a train, to jump on, to ride.

[US]J. Conroy Disinherited 180: We must nag it before it gets going very fast [...] Let’s get that empty box car! [Ibid.] 183: Hadda nag a Red Ball, didn’t ya.