Bats in the Train Station is a film directed by Gustav Sebald.
The film may have had something to do with Beatrice Baudelaire, who was known to be a baticeer for VFD. She is noted, at one point, to have used a train station to travel to a VFD location, the Vineyard of Fragrant Grapes, so she may have had some kind of mission there at some point in her Volunteer involvement. The code could have even been specifically for her.
The film might also refer to the measuring tape Lemony Snicket borrowed from Beatrice, which he left in his suitcase at the train station after a surprise transfer to Stain'd-by-the-Sea. The measuring tape, as well as other items in the suitcase, were too be used to steal an important item- speculated to be the Sugar Bowl- from the Museum of Items. Thus, the film's code may have something to do with that.