The same thing was done, British steam train in GCT NYC, in a movie made years ago. I think the title was something like "Once Upon A Time In America". Maybe both movies used the same "stock footage".
Most of my book reading is "historical fiction" (a made-up story with true time period settings). I've read many that has a steam locomotive puffing in Grand Central or Penn station in NYC. As you know, electric engines were the only ones allowed. The other thing is frequent mentions of a caboose on the rear of a passenger train.
