I have become the family train repository. I have my first train - not sure if it was a set or if it was cobbled together by my parents. I do know that it was bought in a great toy store called Thrift Town on Nostrand Avenue in Brooklyn. It was headed up by a Pennsy 637 2-6-4. Being it was the early 60's (I think '62), it came with some military cars; an exploding boxcar and a rocket launcher (it fired these round things that, if you were EXTREMELY accurate, would blow up,the boxcar). It also had a boat on a flat car that had a plastic L-shaped nozzle coming out the back. If I remember correctly, it came with instructions on making some "propellant" to make it go. I still have the bottle with a few pellets.
I also have my brothers set - probably a couple of years older than mine. It is headed up by a 621 NJ Central switcher. My brother's idea of trains is to place the two most expensive engines I have on the same track facing each other and floor them - I try and keep him out of the train room!!!
Finally, I inherited my aunt and uncle's trains. Technically, they were my cousin's, but I was always told he just got to watch. One of the sets is headed up by a New Haven 2350 EP-5.
There are no boxes for mine or my brother's sets, but most of my cousin's still have the original boxes.