Place some pennies on the tracks and wait for the train. But watch out, you don't want to get blinded by science- the pennies often propel with a velocity unimaginable until you witness it. Not the best way to teach kids about cause & effect... Keep watch from a distance or take cover and then check out the result of a monstrous train running over tiny copper pennies. So cool, the kids will want to try this regularly.
Sometimes the conductor is driving slowly enough to wave and chat; a really memorable occurrence when it happens.
And no, placing pennies on train tracks does not derail a train.
Warnings:
Look to see if a train is coming before approaching tracks, & don't walk on them.
Do not be surprised if you do not hear the train- don't walk on the tracks.
Most train accidents are caused by people on tracks- do not go on tracks.
If your kids are wild or do not listen- this isn't the adventure for you.