My suggestions
The Train
Emperor of the North (if you like trains, you MUST see this movie)
Silver Streak (because Richard Pryor and Gene Wilder, thats why)
The General
Von Ryans Express
Denver and Rio Grande
Union Pacific
Runaway Train (1980)
Butch Cassidy and the Sundance Kid
Back to the Future III (However, having said that, just watch all 3 of them!)
O Brother Where Art Thou (ok, it has like 1 or 2 minutes of train screen time, but its still a great movie!)
And not great...but worth a mention
Disaster on the Coastliner (Loyd Bridges in a serious role is odd to say the least, and William Shantner not in Star Trek)
Unstoppable (terrible movie IMO, but its trains, so I can't hate it too much)
Atomic Train (they blew up Denver with a Nuke....thats about the only thing worth while about this movie)
Speed (I mean...they did wreck a subway)
Under Siege II (there is really nothing good to say about this movie....but it has a train in it)