My favorites are some "records" (remember them? vinyl..), as follows:
Howard Fogg's "All Steamed up" (Colorado & Southern locomotives in their final 2 years - - - if you like steam locomotives late at night, you would love leased CB&Q 2-8-2 #5506 whistling for numerous crossings as he heads up Water Street, plus the sound of two big steam locomotives starting a heavy train -- 2-8-2 #807 and 2-10-2 #900, coupled)
Howard Fogg's "The Big Steam....Union Pacific". (4-12-2 #9009, 4-8-4's #836+833 double heading 2nd #17, Extra 4011 - Big Boy)
Vinton L. Wright's fabulous field recordings: "Sounds of Steam Locomotives" (CB&Q 4-6-4 starting 80 cars, C&NW 4-6-0 and 2-8-2, UP 0-6-0, CB&Q O5 leaving Lincoln, NE yard)
"Sounds of Steam Locomotives, Vol 2" (2-8-2 #5504 making a frantic run for the hill with 44 cars of stone, but working to a complete stall, 4-8-2 #7000 and 2-8-2 #5347, coupled, working in and out of synch, numerous 2-8-2's switching, setting out cars, whistling with a range of whistle types)
"Stack Music Spectacular" (CB&Q 2-10-4 #6324 starting 99 cars on the IL R grade out of Beardstown, IL, UP 4-12-2 #9052)
If you should happen upon any of these recordings at a train show, snap them up ! You will not be disappointed. But you will need something the ancient ones called a "record player" !