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Gentlemen (especially SoN), this was exactly what I didn't want to see in this topic. Everyone can just sweep interesting topic off of the table like this. But I am placing serious statement in front of you, evidence from the translation of the Red Book of Westmarch, and you cannot deny the train is mentioned there. So I'm expecting topic-advancing entries further.
However, I have to say I am very grateful of davem's find of the quote from the Hobbit, since it really nicely contributes to the discussion. The discovery of the entry implies that not just Frodo, but even Bilbo - the author of the Hobbit's tale - knew the train. This means already Bilbo was writing his book with knowledge of this, which slightly undermines hypothesis #3.
Another valuable bit of information is that we learn the train was actually riding through some tunnel. So, Bilbo must have had experience with - or knowledge about - a train riding through a tunnel. Wherever the railway in Middle-Earth was situated, it must have been probably in a place where high hills or mountains were present as a terrain feature. I would dare to say that this indeed speaks much for the theory #2, also because as far as we know Dwarves were the ones to delve tunnels (the train couldn't just go through some sort of natural cave). The only problem would be, how the hobbits learned about it?
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"Should the story say 'he ate bread,' the dramatic producer can only show 'a piece of bread' according to his taste or fancy, but the hearer of the story will think of bread in general and picture it in some form of his own." -On Fairy-Stories
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