Many great answers to this great question. I'm in agreement with most everyone.
Every time I see a live steam locomotive coming down the track, I can't help but to smile from ear to ear. It's an absolutely awesome experience!! All that machinery in perfect synchronization is like a 100 piece symphony orchestra performing a great symphony. The music pours forth out of the cylinders, smoke stack, clanging bell, whistle, the whine of the dynamo, pounding percussion of the steel wheels against the rails, the chugging rhythm, staccato bursts of air and steam.
As a matter of fact the composer Arthur Honneger ( sp ) captured the sounds of a steam locomotive in his music notation as he composed the piece Pacific 2-3-1- ( using the European steam locomotive wheel arrangement classification which equals the Whyte classification system of Pacific 2 - 6 - 4 ). Check out the recording! Honnegar is able to get an entire symphony orchestra to sound like a steam locomotive. Very cool!! 
