Trains go on rails, not on roads! Silly train.
What you're looking at are actually self-propelled, steam-powered "traction engines" doing some recreational work at the Great Dorset Steam Fair back in 2010.
I could go on about rail-less trains, but that would spoil some developing work back in the bubbling cauldron of the Jalopnik hive mind.
(Hat tip to Demon-Xanth!)