When Tommy and Chuckie were on the train and the teddy bear fell off, Tommy stopped the train. However, later when "Thorg" is chasing them through the store, he walks over the train tracks and the train goes past him. The train can also be seen going by at the very end of the episode when Stu, Chaz and the security guard are all talking before the screen goes blank.
The model train at the store has a diesel locomotive horn. All other times, it has a steam whistle instead.