Other than the fact it was two women in the film, it sounds like the important train scene in Hitchcock's THE LADY VANISHES (1938) when Mrs. Froy writes her name FROY on the mist on the window.
It is in black and white, but there was a 70's color remake with essentially the same scene so maybe that's what you saw.
The scene in the original is at 29:40:
The scene in the remake is at 5:50: