There were oil cups located above the bearings on the driver axles. Ever see those looooong-nosed oil cans used by engineers? That's how they reached those cups for filling when they "oiled around" during stops.
That's how it was done in the classic era. I suspect in the late steam era there was probably an oil reservoir with a force-feed system to the driver axles.
I am well aware of how external axle bearing lubrication was handled in the pre-roller bearing days, however, how were the driver axle bearings on steam engines lubricated in the pre-roller bearing days - being internal to the driving wheels?
Never too old to have a happy childhood!
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