Season 2 Episode 22 "Counter-Punch" features a scene where Allied soldiers capture a German steam train. 

The decidedly not-German-looking 4-4-0 American-type Virginia & Truckee #11 "Reno" plays the part of the locomotive that is captured in the nighttime raid. 

The Allied soldiers celebrate as they return from the raid behind enemy lines.

The Reno today in Virginia City, NV.