I've tried to sort out Rocket's evolution to my own satisfaction (thus setting the bar conveniently low), mostly using Michael Bailey and John Glithero's (2002) The Stephensons' Rocket; A history of a pioneering locomotive (NRM, York):
(a) A few weeks after the Liverpool and Manchester line opened, one of Rocket's tender axles broke, killing a rail enthusiast who had hitched an unauthorised ride. Because Rocket was already outdated, the company decided to add several improvements to the general repairs: a steam dome, an internal steam pipe, a shorter chimney, a raised fire grate and a smoke-box and ash-box. The improvements allowed Rocket to be upgraded from goods to passenger trains.
(b) But in January 1831 Rocket was badly damaged when it came off the rails and fell on its side. This is when the repairing contractors lowered the cylinder angle to the near horizontal position (along the way, swopping over and inverting the two cylinders). This work also added the large, cylinder-carrying frames ,as well as the front buffer beam.
© In the autumn of 1831 Rocket was involved in a collision while loaned to the Wigan Branch Railway. The cylinders were re-bored and improved pistons fitted, but there were no visible changes that I can see.
(d) Following a few years relegated to L&M works traffic, Rocket was sold to the Earl of Carlisle for colliery work at Naworth in Oct 1836. Although Bailey and Giithero talk about "further repairs and modifications" before it went into service, the main visible change that I can see is the extensions bolted beneath the front buffer beam to work with chauldron wagons.
(e) The colliery withdrew Rocket from service around 1840, storing it in a shed at Kirkhouse. During storage all its brass and copper components were sold off for scrap, reducing it to an outline of the loco.
(f) In 1851 there was a plan to show Rocket at the Great Exhibition, and it was sent to Robert Stephenson's factory for refurbishment. But the plan fell through because so many fittings had been stripped and sold; Rocket was simply pushed into a corner of the factory and left there.
(g) Stephenson & Co did do some refurbishment after the loco was donated to the Patent Office in 1862, but seem to have done rather a poor job which "resulted in an artefact that represented neither its original nor its end-of-service appearance". Eventually Rocket made its way to the Science Museum, where the curator Ernest Forward tried to restore it to a more accurate condition, including the replacement chimney fitted in 1936.But otherwise Forward seems to have just removed the incorrect later additions, rather than replacing them with more accurate ones.
That's probably more detail than most people need, but I thought it might be worth posting it for reference. Various drawings were produced during the 1830s and 1840s because of the Rocket's historic significance, and I think it's useful to be able to spot the changes that had taken place over time.