Rich mentioned one and there is another that came out as a CD with a very similar name...Steel Rails Under Thundering Skys.
I can highly recommend this one as it is very nicely done.
"Steel Rails Under Thundering Skies" is a classic. One thing to know is that it is an "art piece" of sorts. The sounds of various locomotives are all actual recordings, as is the thunderstorm, but they were edited together to make a soundscape. He says this plainly in the notes. He's not attempting to fool anyone.
The same thing was done on "4449 Pinnacle". That one is a 2 disc set. Disc one is straight sounds recorded in the cab from Portland to Salem, OR on a fan trip. Disc two contains more edited cuts of 4449 "meeting" herself etc.
There are some fantasy cuts on "Sound of Trains Vol. 4" with 844 and 3985 doubleheading and meeting 3985 and 3985 doubleheading the other way, etc.
Mr. Miller's work was flawless from a technical standpoint, and I have everything he ever put out. The only drawback for me is that his work, apart from his very earliest albums, was during the age of excursion steam.
It's a matter of personal taste, but I prefer older recordings of steam in the everyday service it was designed for. The technical limitations of recording equipment of the era are what they are, but I'll take them warts and all.