Someone's already mentioned Hitchcock's 39 Steps and the insanely glamorous North by Northwest, but the maestro loved trains so there are others including, of course, Strangers on a Train (the clue is in the title!) and, my favourite, 1938's The Lady Vanishes, his last English film before taking Hollywood by storm, almost the entire film set on board a train hurtling across Europe. Very saucy and witty, too (English censors at that particular time were either less po-faced than the US ones or were more stupid).
Another English cinema genius (or, rather, pair of them) to use trains was Powell & Pressburger. There's a wonderful sequence at the start of 1945's I Know Where I'm Going in which the heroine boards a London sleeper bound for Scotland, and the Black 5 transforms itself into a Bassett-Lowke (I think) model that then swerves and flies her to another world.
And for something different, what about 1959's North West Frontier: a glorious boy's own adventure set in the Raj, where the stiff upper lipped English have to escape from a native uprising by crossing India using a battered Victorian-era shunter and an ancient coach. Nerve-wrackingly brilliant, including a scene where our heroes have to cross a breathtakingly high trestle bridge on foot.
Paul
PS: If you want 1980s music videos, how about one of the biggest-selling singles ever, Bronski Beat's Small Town Boy, featuring the high-voiced singer leaving town on what appears to be some sort of Sprinter ("alone on a platform, the wind and the rain on a sad and lonely face..."). Presumably he was disappointed at the crapness of the rolling stock.