The Lionel Northern A.T.S.F. #3751 makes the sounds of rails creaking and popping while running the engine very slow. I do not know if any other locomotives have this sound effect. I think it is a neat sound feature, Lionel does not advertise this sound. I have two videos of the Northern on youtube. Engine is running very slow to make the sounds. Here are the links.
http://www.youtube.com/watch?v=kww-P8MWlcM
http://www.youtube.com/watch?v=UkIBTbWm6dA