Martha was an individual possessed by Dobtcheff.
When Dan awoke, Martha was with Dobtcheff while he examined the men in the train carriage. Dobtcheff found one man to be no good, and Martha pointed a gun at the man. Dan protested, and Martha turned the gun on him. The arrival of the Second Doctor distracted Martha and Dobtcheff.
The Doctor and Dan escaped the train carriage. Martha tried to follow them, pointing the gun at them, but the Doctor closed the carriage door, leaving Martha with the door closed on her neck. (PROSE: Reunion)