You may want to check out storage unit auctions, and all the local train/hobby shops in your area. There is still a chance your trains may turn up.
Back in the 90s, I attended a storage unit auction where Lionel's Navy set, Santa Fe AA Freight set, Lionel Southern Pacific Loco & Tender, and a few HO things were all auctioned off as one lot. I had the winning bid, but I knew I couldn't keep everything. At the time I had 3 kids and a wife, so I figured I'd sell the AA and SP sets. Then I'd have all my money back that I paid for the lot, and I'd keep the Navy set for free. A friend from work told me he knew a dealer who was willing to buy the Santa Fe set for $300. I agreed, so I sold it right away. I guess I didn't sell the SP set fast enough, because my wife decided to take it to a few train shops to find out what they would be willing to pay while I was at work. As it turned out, the very first shop she went to turned out to be the very place where they'd been stolen from. The owner didn't tell her right away. Instead, he told her it would take him a few minutes to test it out in the back. What he did was check the serial number on the engine, verified it was the one that had been stolen from him, and called the cops. As she was walking around, a detective arrived who pretended to be just another customer. He started a casual conversation with her, to find out where she got the set. She told him the truth. At that time, he identified himself and told her the set had been reported stolen recently. He told her she'd be arrested, if she couldn't provide evidence where she got the engine. Of course, she called me at work right away. I went home, gathered up the Navy set, the HO stuff, and the receipt and presented all of them to the police. As it turned out, I got my money back minus $300 from the storage unit place.
