Yes, This annoys the HELL out'a me.
Most of the time I can ignore it if I'm able to block it out with a good book, or my own iRiver with headphones.
But, sometimes I'm not so lucky and its those times that there are more then one individual doing it.
If I have a go at one, they will probably complain that they aren't the only ones doing it and then it gets out of hand and becomes bothersome for all involved.
One of these days though, there its going to be an empty train carriage and just me and the offender.
When that happens, I will sit across from them, look directly at them, and play the kind of music I listen to.
What do I listen to ?
Death/Thrash/Black/Industrial METAL.
If that doesn't get the message across that what they are doing is annoying, then I guess straight up taking their batteries is the next step.