"Marge said, 'The train is just leaving!'"
Here's why:
* Quotation marks: The words spoken by Marge need to be enclosed in quotation marks.
* Comma: A comma is used after the speaker's name ("Marge said") to separate it from the quoted speech.
* Exclamation point: The exclamation point goes inside the quotation marks because it is part of the spoken words.