Being old school rock, and in no particular order of preference:
Train, Train ---Blackfoot
Train Kept A Rollin' -- Aerosmith
Train in Vain --- The Clash
Rock and Roll Train --- AC/DC
Special shout out to Locomotive Breath -- Jethro Tull
As far as what most consider to be traditional train music:
Orange Blossom Special is the tops of my list.