Steamer

In the Marioverse there are many trains. A train appeared in Mario Party 2, that a character could ride, but first a block would appear over their head. If the character hit it and got a Toad the train would go forward, but if a Goomba appeared the train would go backward.

In one of the courses in Mario Kart 64 there was a train traveling around the course. If touched the character who tocuhed it would fly in the air.

In Super Mario World 2: Yoshi's Island one of the Yoshies tranformations was a train.

In Paper Mario there is a Toy Train.

Diddy Kong also has a tiny train called the Barrel Train in Mario Kart: Double Dash!!.