Hi,
I might chime in to tell about european practices. Regular gauge rolling stock ist generally moved on its own rails. Rolling stock built for customers outside Europe ist frequently tested on suitable lines near the manufacturer's facilities. Some privately operated railways are making extra bucks by allowing test on their tracks.
Because of the dense network of rail lines, rolling stock for export abroad is usually brought to a suitable harbour on its own wheels, although normally not on its own power. During transshipment, the wheels may have to be changed for ones whose tyres have profiles conforming to local regulations. This is the case with rolling stock shipped between North America and Europe. Modern rolling stock usually runs on bogeys, which may have to be exchanged. This would take care of different gauges too.
There are no general restrictions against friction bearings in Europe. Roller bearings were not introduced until the end of the age of steam. Therefore most historic steam rolling stock including locomotives are still fitted with friction bearings. Particularly during the summer months and on weekends many historic trains including steam locomotives are regularly operated even on state railway lines. Some of them are owned by the big (state) railways, others by dedicated preservation companies. Private railway companies are opening their tracks for historic trains too.
Historic steam locomotives operating on german state lines have to have radio equipment and be fitted with automatic brake equipment. If not, they have to be towed by a modern locomotive. In that case, the drive rods are either to renoved, or the regulator has to be opened a bit, as to allow enough steam flowing through the cylinders to keep the cylinder lubrication working.
Narrow gauge rolling stock were usually transported on special regular gauge flat cars. This occured quite regularly to transport e.g. locomotives from their lines to large locomotive works for the more extensive service work which needed to be done at regular, usually four to five year intervals. It was simply more economic to thansport a narrow gauge locomotive by special flat cars to centralized maintenance works, than to expand local maintenance facilities.
Between the 1920s and 1960s freight cars were routinely transported by road trailers over public roads pulled by powerful tractors. These transports occured between railway stations and outlying factories, which had no own rail link for the famous "last mile".
Transporting historic rolling stock by road trailers is rarely employed. It is used to rescue historic rolling stock from static exhibits, if there are no tracks in the vicinity or, more likely, the locomotive or traincar have that much detoriated, that they cannot be moved on their own wheels anymore.
Cheers,
Konni