That video has made it as far as the New Zealand newspaper websites. A good reason NOT to stand under, or near, a railroad bridge any longer than necessary.
I've never heard of it happening in New Orleans, which doesn't mean it hasn't. It's a regular occurrence on the ex-GN BNSF line just east of Glacier Park, and the MILW actually installed "wind signals", controlled by an anemometer, at the Beverly bridge in Washington. They did that after a TOFC/COFC train was blown off the bridge, into the Columbia river, in the late 60s or early 70s. One of the loads was electronics from Japan, and folks found bits of transistor radios on the sand bar downstream for years afterwards. It came to be called, unofficially, "Japanese Bar". I'm sure there are other places that also have repeated problems with high winds.