Hi Gandolf,
most of these are probable in electronics magazines and as such are copyright.
I know an Aussie electronics mag called Silicon Chip had a circuit for a steam sound in their June 1991 issue. You could try to get a back issue of it
http://www.siliconchip.com.au
Maybe search some US electronics magazines. I can't remember MR doing one.
HTH
Cheers
Alan Jones in Sunny Queensland (Oz)
It's perfectly all right to use discreet component circuitry as part of a "do it the old-fashioned way" exercise, but most stand-alone sound these days is done using an audio chip driven by a sound file downloaded into a memory chip. That's how DCC sound works, too.
Bakatronics (www.bakatronics.com) is one company that makes sound systems and other small electronic widgets. There was also a post a few weeks back by someone who discovered a really cheap recordable sound system buried in a junky gag toy. As I recall, it was about $2 for the whole thing.
It takes an iron man to play with a toy iron horse.
http://www.modelrec.com/search/product-view.asp?ID=7614
Don't know if you were aware of this product.