A generalized multi-step explicit integration method (GMEM) was used to improve the computational efficiency for nonlinear rail vehicle dynamics. The increment formulation of the explicit integration algorithm was developed for nonlinear systems. The train dynamic model consisting of the vehicle and couplers, etc., was established. Both the coupling impacts and the medium- and low-speed collisions of the vehicles were studied by using the GMEM. The results indicated that the GMEM is endowed with good stability in the testing examples. The computational speed of the GMEM is approximately 3.8 times of that of the Runge-Kutta method. The locking phenomenon occurs in the transition stage for the dry friction coupler model. The carbody acceleration oscillates with high frequencies due to the locked state in the train impact. Therefore, the GMEM is appropriate for the simulation of the nonlinear rail vehicle dynamics.