British loco builders exported their engines to many countries around the world, not just the colonies. There are quite a lot of countries whose initial locos came from the UK and some of those early ones are preserved. Somewhere like Sweden probably has a better selection of British locos from the late nineteenth century in preservation than in the UK.
Plenty of British built locos are illustrated in various sections of 'Images of Railways Elsewhere' and more are shown on the sub-pages.