one of them escaped from the police on a train from Marseilles (?) to Paris. The ship was a cargo ship and the two people had huge anoraks. hey ran across a frozen river (US Canada brder ?)
Are you thinking of L'instinct de Mort ( or Mesrine: Killer Instinct and Mesrine: Public enemy No.1) Starring the great Vincent Cassell. A film in 2 parts about notorious French gangster Jasques Mesrine based loosely on his own book of his life. Part of the story is as you describe. Cheers, Stevie. x x