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Steam powered I-wei writes -

My live-steam buddies have been bugging me to make a live steam machine that runs ON the rails. Well my response was that I would want to do something a bit different than just a locomotive with some fancy steampunky body. One of the ideas that I had from quite some time ago, was a live steam locomotive which carried, and lay down it's own tracks. It would place a section on track in front of itself, roll onto it, then pick up the section behind itself. A stack of tracks can be stored and sequenced, in a sense it would be a low tech programmable robot, able to be sequenced to do a predefined looping route. If it sounds familiar, it is because the inspiration came from Wallace and Gromit's train sequence :) This is an idea that is way too complex for me to pull off with steam, so I suggested that someone else in the steam community, someone more familiar with locomotives, should tackle it on.

I'm sure that everyone thought I was on drugs, except for my friend David Wegmuller. Daivd was one of the lego presenters at last year's Maker Faire (he made the huge crane). He is also a live steam wiz, and a builder of many things. A day after I suggested the silly idea, he built a prototype of it out of legos! This bad boy can pick up curved magnetic tracks from behind, put it in front of itself, turning it in which ever direction. Although very slow, it is just amazing to see a stupid and useless idea, realized as a working prototype, in matter of hours.

It is also worth mentioning David's other creations - lego mini walkers, lego live steam locomotive, large scale live steam build, and a steam powered pencil sharpener (a Burrell traction engine powering a lathe), and much, much more on his site.