The first incident happened around 11:05 p.m. at the Susquehanna-Dauphin Station.
SEPTA police say the suspect used a lighter to set a shirt and a cone on fire at the station.
The man then apparently boarded the train and exited at the Ellsworth-Federal Station where he set a trash can ablaze, according to SEPTA.
No injuries were reported.
Anyone with information about this man is asked to contact SEPTA Transit Police Department at (215) 580-8111.