I personally want to see the Union Pacific Big Boy [en.wikipedia.org] somehow modded into this game, but with a gauge of 4-8-8-4... I have a feeling no one would want to take a shot at making it due to it being enormous, but it's caught my attention recently, because well.. it's fricken huge! And I mean- it's practically the real life Polar Express, lol.
Also, feel free to put your own train ideas below, and share around to mod developers that make trains, maybe one of them will want to take on the journey of bringing this colossal beast to Medieval Engineers!