I've seen it work, but only with static models, like structures. No moving trains, as that actually destroys the illusion. Any moving trains in the "distance" has to be run at a much slower speed, as to give the illusion of that distance. I believe where many make their mistake is they run the train way too fast. The further away you are from a moving object, the slower it seems to be moving, so to overcome the fact the train may only be 3-4' away, it should be moving at least half as fast as the foreground trains.
The easiest illusions are done with structures. But remember here too, that you have to have the illusion of distance, so you increase the surrounding scenery between you and the distant structure. As you know, the further away from you an object is, the bluer it appears, due to haze, smoke, humidity, so the structure should also be painted to have a light, blue tint. You could also try this with the trains as well. You should never have the entire structure visible, and if possible place it where it can only be seen from a certain angle. This too will give you the illusion of distance.