When you jump high on a moving train, do you land back where you came from, or do you back up from the air friction?

Answer

You will go backwards, and you give the correct reason yourself in your question: in ideal, vacuum conditions (like in space) you would indeed land back where you started, but on earth air resistance causes your horizontal speed is slowed down. If the train continues to move at the same speed, you are indeed going backwards on the roof of the train (or: the train is moving ahead under you).