For those of you with questions about MILW F7 horns:
MILW A class 4-4-2s prominently featured air horns just above the headlight, in that 'leaf-nosed bat' trim panel. IIRC the later SP cab-forwards had one in the front cab panel, with its bell close to automobile-driver-ear height.
As noted in the earlier thread, the Niagaras got their air horns as retrofits, starting in 1947. The horns are consequently in a rather unsurprising location minimizing the cost and complexity to 'plumb' them, perhaps:
If you blow up this photo (I believe originally a Harold Vollrath image) you can clearly see the horn just ahead of the turret on the engineer's side. This cannot have been fun to blow in many locations in the Hudson Highlands where reflections back to the engineer's ears might be fairly strong and immediate!
One thing that surprises me is the almost exclusive use of single-bell horns instead of chime horns -- the only road I know that I have seen using chimes was Lackawanna, and even then not 'exclusively' (the Hudsons, for example, had comparatively dainty horns perched atop the boiler when delivered).
One 'advantage' of horns in motor-train and steam-locomotive use that hasn't been well discussed here is 'directionality'. The typical steam whistle is inherently omnidirectional, and on a shrouded engine (or if installed in a weird location or attitude to fit clearance) it may not emit sound to the distance needed for effective high-speed warning unless it is very, very loud (and probably uses a corresponding amount of water and heat to be loud). On the other hand, a horn is a glorified megaphone, and puts much of its sound energy where the intended 'ears' would be...
Single-bell horns were directional enough, in fact, that some roads used two styles of horn on their (diesel) locomotives: one facing forward, for grade-crossing warnings and such, and one facing backward to signal crews (Jersey Central six-motor Alcos were set up this way, with the crew-signal horn considerably lower-pitched...)