There was a gentleman here that has one just outside of his "train shed", a small buildinghe built justfor his trains. Whenever he is "playing" with his trains, the lights would flash ad all the kids in the neighbor come to watch.
I, myself, have a steam whistle driven by my air compressor. It is currently in the workshop, but I plan to mount it to my "train shed" and blow it when I'm playing. It was modeled after the whistle on the NKP Berkshires.
Bob