Printing rail tickets on A4 paper?

Even in Russia the conductor is not going to have a ruler and measure the paper when he checks your ticket, and reject you because the paper measures 21.59 x 27.94 cm (US letter size) rather than 21 x 29.7 cm.
Even Ryanair wouldn't do this.
I am sure that the "A4" designation is simply to make certain that this is printed out with the bar codes of a reasonable size to be scanned, that this is not printed on a small piece of paper with a tiny bar code.

Ignore it. Means nothing. The A4 sheet is slight narrow (.3 inch) and .2 inch longer. What ever is being printed with fit conveniently on standard US page. Have done it many times.
PS. I just re-read the question and wondering if you are asking a different question. A4 refers to size and not to the paper quality or a particular type of paper. Multi use copy paper will work just fine.

George nailed it, make sure you use "fit to page". As long as the entire page appears on the paper you'll be fine. The important thing is the "bar code". The conductor hand scans the square code from an indeterminate distance at not exactly a 90 deg angle, so it won't appear to the scanner as exactly the same size and proportion. Just do not fold the paper across the bar code.

Skip the "print to fit" You don't need it. There is nothing to fit. Just print it. The format for A4 is slightly smaller so it will print just fine on a standard American size paper that is slightly wider. Nothing will be compressed or distorted. The margins will just be a quarter inch wider. Just hit the print button.

Do NOT use the shrink to fit/fit page function, it may distort the bar graph so it's unreadable for some scanners. If you just regular print as some have suggested-and not use A4 size paper--, you will be fine, probably just lose some advertising at the bottom of the page. We traveled with friends one time early in our move to Europe and they printed their receipt 'fit to page' and it wouldn't scan for the TGV train conductor. Our local ADAC office said shrinking wasn't a good idea either when we asked them afterwards.

You have to be sure the scannable code is all in one piece, not cut off, separated onto a second sheet, or folded over once it's printed.

I fretted about this very same thing in 2012. So, I went to a copy shop that had A4 size paper (Kinko Fed Ex I think) and used my home HP printer that happened to have the A4 format as an option. Looking back on this, it was probably overkill.

In 2008, I bought Savings Fare (then Dauer Spezial) tickets. First I printed them on 8½x11 paper, then I cut down 11x14 paper to A4 size and printed them using the A4 setting on my printer. They were a little different in size and proportions. Then I took the file along with me to Germany and had my first host print it there. Different yet. I think I gave the conductor the 8½x11 sheet. He holds the "tricorder" approx 12 inches from the page, about perpendicular when he scans it. At that point, I don't think the paper size mattered.
 
When they first came out with .pdf ticket, there was a border around it, and the border had to be complete. Austrian Rail had an image of what the ticket was supposed to look like, and I experimented with settings and formats. I could make the border complete with 8½x11 paper, but if someone used some of the myriad of paper sizes available in Europe, it wouldn't be. When they say A4 paper, I don't think they are saying "not 8½x11" but not, for instance, B5 (6.93 × 9.84), which would be too narrow, and you would lose some of the square code.