This Cagney gangster classic features a little bit of train action at the very start. 

Opening shots look out at Chatsworth, CA and Stoney Point Park (34.271078997474106, -118.60463706562882) from Garden of the Gods. 

We then see Cagney & the boys traveling east on Santa Susana Pass Road (the old Spahn Movie Ranch is just below them), intercut with a Southern Pacific steam train coming through a cut in the pass just after the Santa Susana Tunnel. The above shot is from the same viewpoint at the intersection of Redmesa Road just below Garden of the Gods. This same spot was also seen in The Harvey Girls. 

A low-angle shot of the train, then we see the car pulling off a private drive further east (34.271078997474106, -118.60463706562882). 

Then we get a great closer shot - revealing this to be Southern Pacific #2440 - a Baldwin Class P-5, likely scrapped soon after this film. 

Next we see them preparing the heist as they park just to the west of the 2nd tunnel that goes under Topanga Canyon Blvd. (34.272020, -118.606433) (this is fenced-off railroad property).  Cagney (well, his stuntman) climbs above the tunnel (actually on Old Santa Susana Pass Road). 

We see the train enter the east portal and emerge from the west, as he makes the leap!

And just like that you've got yourself a train!

They then blow out the door of the SP RPO car and they're off with the loot!