There has been more than one 007 that has a train in it. Off the top of my head I can think up 5;
From Russia With Love (Orient Express),
Octopussy (Octopussy's circus train, a couple others),
Goldeneye (Janus's ICBM train),
Casino Royale (Eurostar/TGV),
OHMSS (Swiss regional train),
umm I'm forgetting some.
peter
Adding on:
You Only Live Twice (Monorail in lair;
Train at end, can anyone ID it?)
The Spy Who Loved Me (Monorail in tanker)
Die Another Day ("flatbed" subway car w/ Aston Martin on it)
Goldfinger (no train but Train Tracks behind 007 when he destroys Tilly's Car)
You Only Live Twice (Tiger's private subway train)
Live and Let Die (end scene with Baron Samedi; also monorail in liar)
For Your Eyes Only (might not actually seen; but 007 takes Melina to the train station)
A View To A Kill (May Day rides out of the mine on a flat car with a bomb on it; Scenes shot in SF may have included a cable car, I cannot recall)
That should be all of the 007s with trains in them. A couple notes:
-in Casino Royal; they take a Eurostar train to Montenegro; The Eurostar doesn't run to Montenegro, so it can be assumed that they take some other EC & IC trains as well.
-Dalton era Bonds; I don't have quite an extensive knowledge on them so I might be missing a train in them. There is no mention of one in my reference books.
-Cable cars (gondola): I didn't count these as trains for this purpose
-"James Bond Movie": I have only taken account of the "Official" James Bond Movies, the ones produced by EON Productions & Danjaq LLC. The Majority of these are MGM/UA with the exception of the Casino Royale (which I reference the 2006 movie) & Quantum of Solace which are by Sony Pictures.
peter
Edit: by my calculations ~60% of all the "Official" 007s have trains in them.
Edit2: In other 007 news production on Bond 23 (the next movie) has been suspended until MGM gets their feet ($$) back under them; that does mean they moved the license back to being with MGM/UA instead of Sony Pictures. 007 & M are the only confirmed cast.