I listen to many kinds of music, but I am particularly fond of classical music. Strauss waltzes work nicely. Much of the music I enjoy is evocative of nature--of landscapes, seascapes, the people--of the areas through which I am traveling. Some of my favorite selections along this line are: Beethoven's "Pastorale Symphony" (about a day in the country).
Smetana's "Ma Vlast " (My Country)--the most famous part, The "Moldau" (the name of the river that flows through Prague), is descriptive of countrysides, rivers, and peasants.
Debussy's "La Mer" (the sea) is good for the times the train goes along the water (ocean or other)
Wagner's "Ride of the Valkyries" is best known for its use in "Appocalypse Now" with the helicopter battle scene, but it is good for a speeding train. I have also listened to Mendelssohn's "Hebrides Overture" (again evocative of the ocean), Offenbach's "Gaite Parisienne" (including the "Can-Can), its dances providing good rhythm and melody to go along with the rhythms of the train. While traveling by train through France, I was listening to Canteloube's "Songs of the Auvergne." There are many, many others. I am a musician by training and trade.
There are two CDs called Locomotive Music, and it is classical music written in honor of trains. In the 19th century, when railroad lines and or stations were built and completed, composers (like Strauss) were asked to write little pieces (waltzes, polkas, gallops) to celebrate. Often these pieces are evocative of the steam engine, the journey, or other aspect. Sometimes it was just nice music. One example is Strauss' "Accelaration Waltz." Josef Lanner's "Steam Waltz" is actually about a steaming coffee machine, but it works to describe a steam engine.
But there are many other styles and types of music and selections I enjoy. Some of the most famous songs come from the country and bluegrass genres: "The Orange Blossom Special" and "The Wabash Cannonball." One of the earliest songs I remember hearing on the radio was Roger Miller's "Engine Number 9 ("...going down the railroad line..."); his biggest hit "King of the Road" is a psuedo train song. We all know "The City of New Orleans," which has been done by many people in different genres and styles. The American folksong "I've Been Working on the Railroad" is a longtime favorite. And don't forget "The Ballad of Casey Jones" and "The Ballad of John Henry."
My favorite song about trains comes from Hollywood: "On the Atchkison, Topeka, and the Santa Fe" from "The Harvey Girls." This song expresses many of the reasons for loving and wanting to ride a train. The rhythms and melodies are evocative of the train. I also like "The Trolley Song."