Hello,
US:
Standard gauge:
0-4-0 Undecorated, kuid2:8610:1000:2
0-4-0 Undecorated tender, kuid2:8610:1001:1
Narrow gauge:
30NG Porter 0-4-0T Loco, kuid2:124060:1008:3 on DLS
Christmas version of above: kuid2:124060:1009:2 on DLS
20T Vulcan 0-4-0Ts: on Ben Neal's site
Merced 0-4-0T (2ft and 3ft):
http://www.trainzone.co.nz/steam.htm#MERCED 4-4-0
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I don't know if you're interested in foreign locomotives,
but if you are here's some:
UK and Ireland:
Standard gauge:
Avonside 0-4-0ST "Percy" (fictional):
http://si3d.jimdo.com/locos/railway-series-locos/
Similar to GWR
No. 1340 "Trojan" and Foxfield's
"Millom"
If you're not into Thomas stuff, a version is included that does not have a face.
Bagnall 0-4-0ST "Bill" and "Ben" (fictional):
http://si3d.jimdo.com/locos/
Thomas models, no faceless version. Based on Port of Par
"Alfred" and "Judy"
Various types, some of which are rather unusual (various gauges):
http://ing4trainz.greateastern.org.uk/locos.htm
Narrow gauge:
Various locos of the Ffestiniog Railway (2ft, Wales):
http://www.trainzone.co.nz/ffestiniog.htm
Talyllyn Railway No. 2 "Dolgoch" (2ft, Wales):
http://www.talyllyn.co.uk/details/stock-trainz
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Spain:
Standard gauge:
RENFE 020-0210:
http://www.punchinout.com/vapor3d/clot1.html
Langreo 1 Maria Cristina:
http://trainz.banal.net/catalog/pages/medium/ES/ES_FCL_1_Maria_Cristina.html
Unfortunately Trensim.com's download's are currently down.
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India:
Narrow gauge:
No. 3 "Rishra":
http://si3d.jimdo.com/more-characters/
History here:
http://en.wikipedia.org/wiki/Rishra_(Locomotive)
Various locos of the Darjeeling Himalayan Railway:
http://www.darjeelingtrainz.com/
Only available with the route download.
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That's all I can come up with right now.
Some of the above I have installed and enjoy using.
Have Fun!

Barry