Steam locomotives were very impressive in the sounds they made, much of which was the "chuff" of escaping steam. But this meant they were losing water. The big locos as Mav says had a coal and water tank tender attached to the loco. But some lines had an alternative that gave me a very disagreeable surprise. I was going from Boston to Philadelphia. I disobeyed the signs forbidding passengers to remain in the space outside the passenger compartment where passengers got on board at the station. The train was going well over sixty miles an hour when suddently I got a very cold shower bath. I learned the hard way that the Pennsy had its own system to replenish water. There was a very long pan of water between the rails, into which the engineer lowered a scoop. But at that speed a lot of water became airborne and I got soaked.
Even more dampening to my spirits was the merriment of passengers and conductor at my appearance when I re-entered the passenger compartment.