I forgot to mention one of my favorites. John Wayne’s Rio Lobo. It has a great train robbery at the begging, a very good film, one of the Duke’s best.
Not a western, exactly, (I think they go to Kentucky or Tennessee) Buster Keaton in Our Hospitality. They take a very funny train ride from the big city into the hills where there’s a feud on. The locomotive looks like Stephenson’s Rocket and the track it runs on is unbelievably hilarious.