There are a few in a dedicated section of the excellent UK Paranormal Database, for example:
Location: Bonar Bridge (Highland) - Site of railway line
Type: Legend
Date / Time: Nineteenth century
Further Comments: Two men walking through the area watched a train pass them by. This was, however, years before railway tracks had been laid through the area.
And:
Location: Bridgnorth (Shropshire) - Severn Valley Station
Type: Haunting Manifestation
Date / Time: Mid-twentieth century, September 2004
Further Comments: Arnold was the name given to the ghostly figure seen by Mr and Mrs Reynolds, who believed he would manifest to warn of an impending accident. It may have been the same entity spotted by a soldier on duty during the Second World War. More recently, a phantom steam locomotive has been reported, although this 'ghost' could have been generated by activities surrounding the local annual steam gala.
https://www.paranormaldatabase.com/reports/rail.php