I just finished watching Locomotion: Dan Snow’s History of Railways. It doesn’t air in the United States (nor is it on US iTunes), so you will need to use your special internet TV show finding powers to get it.
This three episode modern documentary series is a nice social history of trains in England for their first century (through World War I), looking at the both the standard history and some side notes relating railroads with other social changes (from trains for the dead to early soccer hooliganism). If you liked James Burke’s Connections, and you like trains, and you like Victorian England, and you like history, and you like British accents, this show is well worth watching.