The last time Alison started first - in episode 1.5 - I said I especially liked the flow of that episode with the one that came the week before it, because that in effect gave Alison a complete hour, starting the previous week and ending with the current week's episode. That worked well again this time, from Alison's arriving in Brooklyn, happier than we've ever seen her, in bed with Noah, until she discovers Whitney's pregnancy test and thinks it's Helen's. Her mistake epitomizes both her and Noah's problem: with the at best partial evidence they have of each other's lives, in their pounding carnival of illicit love, it's almost impossible for there not to be some misunderstanding.
What happens next with Alison is heart wrenching, and Ruth Wilson's best acting to date on this powerful series, as we finally find out what happened to Gabriel and why Alison feels so guilty about it. And that guilt is what leads her to the train station.
Noah gets to that place in a very different way, for other reasons. Probably the tipping point for him is seeing the guy jump off the building to his death, because it signals to Noah what he's in effect doing with his own life if he doesn't leave Helen to be with Alison. Significantly, Noah leaves even though knows that the best thing he can do for Whitney as a father is stay with his family. Yeah, Helen throws him out after he tells her about his feelings for Alison, but the reason Noah does this is he wants to leave. Love like this conquers all is the message, even a conflicting requirement of parenthood.
So the question now is, back on the station at the end, is Alison going on the train (a) expecting Cole to follow, (b) expecting Noah to follow, or (c) expecting/hoping that no one follows, so she can go off on her own? There are arguments in favor of each of these - though I'd expect (b) - but we'll have to wait until next week to find out, unless Alison walks right back out of the train.
One of other thing: I don't think Noah killed Scott - that would be too obvious after what happened this week. I have a slight feeling that Cole killed his brother. But - hey, maybe it's that lying detective? Nah - I'm not sure, but if I had to guess, I'd say it's neither Oscar nor Noah, but Cole.