I missed the train.
'Perso' — PER-so. Clear 'r', short 'e'. Don't confuse with 'perso' as in 'lost' — same word, both meanings.
Use in cities reliant on public transport (Rome, Milan, Naples, Florence) where missing a train or tram is a completely credible and common reason to cancel or be late.
'Ho perso il treno' uses 'perdere' (to lose/miss) in the passato prossimo. In Italian, you 'lose' a train rather than 'miss' it. This phrase is very natural and evokes no suspicion — Italian trains are notoriously unreliable.
Ho perso l'autobus.
I missed the bus.
Use in cities where buses are the main transport
Il treno è in ritardo.
The train is delayed.
Shifts blame entirely to the train — very believable in Italy
C'è sciopero dei mezzi.
There's a public transport strike.
Strikes are common in Italy — immediately credible and earns sympathy
Italian public transport unreliability is legendary. Trenitalia delays are so common that 'il treno è in ritardo' requires no further explanation. Italians have deep sympathy for transport-related cancellations.