LONDON
Has some good elements, especially the ghost train. Combine this with the train scenario from 'Fearful Passages' to give the players a premonition of the terror to come.
The basic intro is weak, typical CoC friend/relative in trouble. Starting with a strong intro really helps. I used a London stage psychic, Abraham Mephisto, as the Macguffin. He contacted all the PCs to warn them of a dark shadow which hung over them, in the form of a swarthy Arabic gentleman. Mephisto was a minor celebrity who correctly predicted disasters etc. and made recent headlines forecasting the death of a member of the Royal family. Mehmet Makryat killed him and assumed his likeness to set the PCs off on the wrong foot. Then did the Professor in trouble bit, the fire at the Professors leaving similar traces to that which burnt down the theatre where Mephisto played. Intrigued PCs then went off on an extended holiday jaunt.
To be fair, the scenario does suggest that the professor be introduced beforehand...
PARIS
Not bad as laid out. Strive hard to present Paris as a bustling city with a dark spiritual heart, hidden secrets ready to surface at any moment. If you can make the PCs feel as though they are on holiday then you've made a good start.
Unfortunately my players twigged Makryat fairly quickly (they are fairly paranoid) and laid a clever trap for him. This section ended with Makryat conjuring a Hunting Horror near the Eiffel Tower and siccing it on his pursuers. The survivors left Paris just ahead of the investigation into the resultant massacre.
If I was to do this again I'd have a cult in Paris to give the players additional clues or red herrings. Maybe a sadomasochistic version of the Brothers of The Skin, their base in a sprawling Parisian whorehouse, their priestess a real femme fatale. Since playing 'Orient Express' I've added a Paris-based beggar cult to the campaign, based on that found in the novel 'The Anubis Gates' (a novel which IMHO is ripe to be ripped off as a CoC campaign).
The Dreamlands Express
This story is new for the 2015 edition. I have yet to form an opinion...
LAUSANNE
A very self-absorbed section which fails to make the town come alive enough for players to care what happens to it. Flesh out Lausanne with plenty of NPCs so that players will recognise the towns people when they enter Dream Lausanne.
Note also that Switzerland in general has a rich history (real and literary) which you can exploit. Go read Gothic novels such as 'Frankenstein' and 'The Stress Of Her Regard' for a few ideas on how to present a Swiss town.
MILAN
One of the better sections, especially if you do a bit of research on Italian culture at the time. Take care to present the earlier train meeting with Caterina Cavollaro so that PCs will be keen to see her again at La Scalla. A good twist is to have a handsome male PC become a favourite of hers.
Strangely, the same happened to my lot - one of the investigators made a pass at Cavollaro, and who was I to stand in the way of romance.....
The weak spot in this section is that there are few leads to the location of the Simulacrum. Drop in a few extras of your own e.g. an embarrassing rash amongst regular opera-goers.
The Brothers of The Skin are a bit faceless here. In addition to being a local organised crime gang I made this branch of the cult obsessed with fashion and appearance (suits the locale). Milan was quite cosmopolitan so it is appropriate to have a mix of friendly and corrupt policemen (ignoring bodies with missing parts).
In our campaign Caterina Cavollaro was rescued from the cultists lair, an Italian fashion house. One PC (a Tarzan clone) got a walk-on part in Aida because of his physical build, leading to an entertaining chase backstage when the Simulacrum was discovered.
This section should be quite relaxed by comparison to some of the others as there is little to do except soak up the culture of the city. Play it as relief and allow the PCs to catch up on some rest and SAN.
One of my players had a brief moment where she thought Milan was in Spain. This caused no end of confusion...