As Chuck pointed out, a comprehensive list of O scale trains is the Holy Grail.
Here are links to sources for the major O gauge manufacturers:
3rd Rail: Catalogs from 2004-2008 and 2011 and 2017 are online.
Atlas: The web site has an all scales Archive that can be browsed or searched.
MTH: Their Product Locator is searchable database of all MTH products past and current. It has advanced search features. Also Catalogs from 1993 to present are on their web site (for now) . A few years ago there was a vendor at York in White Hall who sold a CD with a complete inventory of MTH products. I imagine he scraped the data off of MTH's website. If anyone has knowledge of this product, please post.
Lionel: Similar to MTH, they have an Archived Products searchable database. It uses a very basic "dumb" search. Be sure to check the Products tab and the Archives tab in the results. Catalogs from 2011 to present are online (2011-2013 are Flash pages - see below). Here are Catalog Indexes for 2000-2014 where you can quickly scan all the SKUs and product names in individual catalogs. They are accessed by the links labeled "view as HTML" below the catalog names. The SKU/Names link to each product page. Many of the Catalogs linked from that page are Flash, so they no longer work.
Addendum: Since Flash no longer works, here are some PDF versions of Lionel Catalogs courtesy of M.H.M. (posting from another thread):
Here are the direct links (no Adobe Flash) to the major, twice-a-year Lionel catalogs, in PDF form, from 2009 - present:
2009 Signature http://catalogs.lionel.com/200...offline/download.pdf
2009 Volume 2 http://catalogs.lionel.com/200...offline/download.pdf
2010 Signature http://catalogs.lionel.com/201...offline/download.pdf
2010 Volume 2 http://catalogs.lionel.com/201...offline/download.pdf
2011 Signature http://catalogs.lionel.com/11s...offline/download.pdf
2011 Volume 2 http://catalogs.lionel.com/11v...offline/download.pdf
2012 Signature http://catalogs.lionel.com/12s...offline/download.pdf
2012 Volume 2 http://catalogs.lionel.com/12v...offline/download.pdf
2013 Signature http://catalogs.lionel.com/13s...offline/download.pdf
2013 Volume 2 http://catalogs.lionel.com/13f...offline/download.pdf
2014 Signature http://catalogs.lionel.com/14s...offline/download.pdf
2014 Volume 2 http://catalogs.lionel.com/14v...offline/download.pdf
2015 Signature http://catalogs.lionel.com/15s...offline/download.pdf
2015 Volume 2 http://catalogs.lionel.com/15c2/offline/download.pdf
2016 Signature http://catalogs.lionel.com/16c1/offline/download.pdf
2016 Volume 2 http://catalogs.lionel.com/16c2/offline/download.pdf
2017 Signature http://catalogs.lionel.com/17c1/offline/download.pdf
2017 Volume 2 http://catalogs.lionel.com/17c2/offline/download.pdf
2018 Big Book http://catalogs.lionel.com/18bb/offline/download.pdf
2018 Volume 2 http://catalogs.lionel.com/18c2/offline/download.pdf
2019 Big Book http://catalogs.lionel.com/19bb/offline/download.pdf
2019 Volume 2 http://catalogs.lionel.com/19c2/offline/download.pdf
2020 Big Book http://catalogs.lionel.com/202...offline/download.pdf
2020 Volume 2 http://catalogs.lionel.com/202...offline/download.pdf
2021 Big Book http://catalogs.lionel.com/202...offline/download.pdf
Weaver: Fortunately The Internet Wayback Machine (archive.org) never forgets. I have attached 2 spreadsheets below that Weaver provided documenting its product history: Ultra Line Production.xls lists 500 Weaver Locomotives and passenger cars (no freight) and Gold Edition.xls lists over 1800 pieces of rolling stock.
Here are links to 11 years of Weaver catalogs from Archive.org (be patient - they load slowly):
Spring 2004 Fall 2004 Spring 2005 Fall 2005 Spring 2006 Fall 2006 Spring 2007 Fall 2007 Spring 2008 Fall 2008 2009 Fall 2009 Spring 2010 Fall 2010 Spring 2011 Fall 2011 Spring 2012 (attachment) Fall 2012 (attachment) Spring 2013 Fall 2013 Fall 2014
My son (who is a programmer) showed me how in about 30 minutes, he could scrape all the product data from a few of these model train web sites. Others, notably Lionel, are much more difficult. I have thought about compiling this "Holy Grail" master list, but there are unresolved issues such as ownership of the data and cost and logistics of making it available to other hobbyists.