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Originally Posted by Knight of Gondor
Not possible. Absolutely inconceivable for there to be a train in Middle-Earth. I don't mean to sound unkind, but the answer comes as much from personal desire for there NOT to be a train in Middle-Earth as much as conviction that Tolkien was speaking from metaphor and not from actual comparison. (One might expect that cannons would not be terribly distant developments.)
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KoG is correct. The express train reference is metaphorical, yet another Hobbitish anachronism. The Shire is chock full of anachronistic items, and the book
The Hobbit is the main purveyor of such oddities (like Bilbo's mantle clock, for instance). Tolkien spent much time editing out such anachronisms in LotR (potatoes and tobacco, most notably, changed to 'taters' and 'pipeweed'); however, some references, such as an express train remain. Hobbitish society itself is anachronistic to Middle-earth, and that is part of its charm: westkits, umbrellas, afternoon tea (and lunch *winks*), clocks, etc.
However, as far as powered means of locomotion, Eärendil's ship Vingilot was a pretty nifty spaceship.