What type of train?

US/Canadian steam trains, usually found only in historical centers, combine the "Woo-woo" of the whistle with a heavy panting "shussh" from the boiler and a fairly high-pitched "thunk" as the wheels turn.

Heavy-duty freight diesels rumble like far-off thunder and they have a fair amount of infrasound that you feel rather than hear. They don't whistle: they "blat."

Can't speak for European or UK trains as I've never heard them live, but movie and TV representations seem to indicate a very high-pitched whistle that "toot"s.

If it helps, the eeriest sound I ever heard was a freight going by my window carrying open pipe. The speed and wind combined to play those pipes like an organ. Woke me up out of a sound sleep and sounded like all the demons in anyone's hell moaning.