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With respect to the question of why the eccentric cranks on some locomotives lead the main crank, while on others they lag, here's a partial explanation for Walschaerts gear, at least. 

Engines fitted with Walschaerts gear can be arranged to derive the proper motion of the valve stem for forward travel of the locomotive by either (1) dropping the link block in the rocking link or (2) raising  the link block in the rocking link. The eccentric crank will therefore lean ahead of the crank pin, or will lag behind it, when rods are at BDC, depending upon whether the proper valve motion for forward movement (or reverse) is being derived from the top or the bottom of the rocking link. 

In the most common application of Walschaerts gear, the bottom of the rocking link is closer to the cylinder/valve chest than the top of the link when the rods are at BDC. In other words, the rocking link slants backward, like this -- \ .  When the gear is set up this way, the eccentric rod leads the crank pin.

In the less-common arrangement, however (which is geometrically opposite), with the rods at BDC, the rocking link leans forward, like this -- /.  In this configuration, because the valve motion for forward travel of the locomotive is derived from the opposite end of the rocking link, the eccentric pin lags the crank pin in order to impart opposite motion to the rocking block.

This difference can be seen in the photos below of two locomotives fitted with different configurations of the same basic Walschaerts gear. Presumably the common arrangement had some design and/or production benefits, but I don't know exactly why it became the standard. As far as I know, Baker gear was always driven by a leading eccentric crank, because the basic mechanism was not reversible in the same way as the Walschaerts rocking link.

(1) The most-common arrangement for Walschaerts gear: eccentric crank leading the main crank, with the rocking link leaning backward, when rods are at BDC:

 

(2) The other possible arrangement for Walschaerts gear: eccentric crank lagging the main crank, with the rocking link leaning forward, when rods are at BDC:

 

 

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BOB2 -- I'd like to know more about that. What do you think might have been the reason for wanting the rod to be down in normal (i.e. forward?) operation? Perhaps it was related to the "preferred" operation of the reversing lever in the cab --whether to "push" or to "pull" for the same result. I can't think of any reason why one configuration would be mechanically preferable to the other, since the upper and lower halves of the rocking link are symmetrical and the valve events would therefore the same whether they are derived from the top or the bottom of the link (so long as the motion of the link is reversed with respect to the preference for "radius rod down" versus "radius rod up" as the normal position). 

Just to illustrate BOB2's comment about the cab-forwards having been set up for reverse running in regular service, I've posted the photo below (again from MR Cyclopedia Vol. 1). The eccentric lags the crank (when rods are at BDC) with respect to its relation to the the cylinders, and the rocking link has been positioned opposite the common Walschaerts arrangement so that the engine will run in "reverse" (i.e. "forward" with respect to the engineer's position because the whole locomotive is turned around) when the engineer operates the reversing lever in the "normal" manner.

In other words, the engineer doesn't have to compensate in his mind for the fact that the engine is running backward when he manipulates the controls. At least, that's how I understand the purpose of the valve gear arrangement shown here: Forward motion of the engine is achieved by "dropping" the block and radius rod in the rocking link, just as the engineer would do on a regular SP cab-behind engine. This has been an interesting discussion about something I hadn't paid much attention to before. 

I often refer to The Steam Locomotive in America: Its Development in the Twentieth Century by Alfred W. Bruce, for helpful explanations, but Bruce does discuss this question explicitly.

 

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Are the eccentric cranks on the Key model held in place only by the pressure of the nut?

On the two Sunset/3rd Rail engines I own, the position of the eccentric cranks is determined by a narrow tab cast into the back face of each crank (like a "key") that fits into a slot in the main crankpin. This seems like a pretty secure arrangement, as long as the slot in the main crankpin is in the right place when it leaves the factory. 

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