Bunker oil tanks either trackside or buried; on a short line a tank car was often spotted outside the engine house or roundhouse with a permanent stationary steam pump on the ground to move the heated oil from the tank car to locomotive tenders' fuel bunkers. Bigger railroads had underground running bunker oil lines between bulk storage and the servicing track(s), with a dedicated oil column for top-filling tender oil bunkers. The oil column was often right next to or in line with a water column or water tank.
Today's surviving oil burning steam locomotives, for the most part, are burning easy-flowing diesel oil or waste automotive oil or both, the once-common tarlike Bunker C oil being largely gone from the industrial scene, so they can take on fuel pretty much like any disel-electric locomotive in the same fuel racks as diesels or from the hoses of a fueling truck.
Otherwise, a sand house and all the other typical locomotive maintenance facilities - excepting an ash pit (no need) - would be there. Most oil burning engines have their flue-cleaning sand bins mounted in front of the tender oil tank (where the coal gates would be on a coal-burner) so that the fireman can grab a scoopful conveniently while he's on the deck.
Incidentally, I haven't ever seen a steam locomotive wash rack on any western mainline road's engine terminals - which isn't necessarily related to what fuel was burned. If SP or Santa Fe ever had a run-through steam locomotive "wash rack" these were surely put in around the 1940s or after and related to passenger engines more than anything else. From what I've seen in circa 1920s-1950s photographs, steam locomotives, when they were cleaned, were done the more conventional way on any "garden track" or "whiskers track" outside the roundhouse with long handled brushes or brooms and portable steam cleaning hoses/wands. This would have applied to terminals that serviced coal or oil-burning steam locomotives, by the way.