Haven't named any specific locomotives (I haven't even run all the ones I have yet), but I do have one particular consist that has a name:
I named it "The 30-car Rampage". It was later upgraded to a '40-car'..
There is another that has yet to run at its full length, approximately 60 Menards and Lionel 027 flatcars. Upon it's successful first run, it'll be called "The RiDONKulous Flatcar Train"
---PCJ