There are some really old threads on this topic but here's a new one with a selection a little of the beaten track:
The Kinks "The Last of the Good Old Fashioned Steam Powered Trains"
This song really shows Ray Davies' creativity I think as well as genuine affection for trains. I like the long title which mimics the appearance of the train; I like the speed up in the middle as the train gains speed and I especially like the falsettos of the band subtly creating the steam whistle. I like that it's in first person.