Currently, these questions are being close voted on. However, that is not a good way of acting imho. Closing a question — especially since the reason is given as off-topic — implies that the question either never was fit for the site or is now unfit for the site because of a policy change. The tiny comment that remains will likely not be read and if it is not a standard OT reason that is chosen, the yellow box will simply state not within the scope etc.
This may lead to the impression that if I substitute CityNightLine with EuroNight the question would still be off-topic, which is (terminology and service variants aside) typically not the case.
Furthermore, closing a question leaves a dent in OP’s question acceptance score. If one user has only asked five CNL questions that are now all closed, they may — in the absolute worst-case scenario — come back to find themselves question-banned even though they wanted to ask perfectly legitimate questions on night trains in Russia this time round. They would naturally not understand the issue at all.
Therefore, close voting is not a good idea.
Instead I agree with the other answer that a notice would be a good idea. I don’t know if the mods have the power to implement one.
However, it might also be a good idea to just let the question be. It’s not hurting anybody in its current state. You are unlikely to come across it unless you search for it — but why would a new user search for a topic that no longer exists? With time, CNL will be completely forgotten like the IR trains or the orient express have basically vanished from memory.
If the unlikely case happens, somebody does dig them up and thinks that CNL still exists, they might ask a new question in which we could point them to the shutdown decision (and the NightJet alternative).
Finally note that for reasons of equality we should also close all questions concerning other companies that went bankrupt or were acquired — so all long-distance coaches in Germany that are not MeinfernbusFlixbus (whatever their current name is), AirBerlin likely soon, etc. etc. This sounds more like a noise work-generating mechanism than something that will help the site.