It's not just railroads.
I had the opportunity to hear Randolph Mantooth (Johnny) of the show "Emergency" speak a few years ago. Among the things he told us about the show was the reason that Roy always drove - seems he drove the day they were doing "stock shots," so after that he always had to drive to maintain continuity.
The sounds of the sirens were, of course, dubbed in during post-production. Occasionally the wrong siren would get used (the squad had an electronic siren, the engine had a "wind-up" (motor driven) siren.