Stirling engines are fun physics toys that show how heat can be turned into mechanical work. There are plenty of cheap ones on the market for students. The GO-AHEAD Stirling Engine Train takes it to the next level. It has an adjustable safety valve, water level meter, working whistle, stainless steel drive, and runs on Butane gas.
This 1:20.3 scale train is available on AliExpress. The bad news? Something like this doesn’t come cheap.