The NSW Rail Museum's Great Train Hall holds what the museum calls the biggest collection of rolling stock in Australia, restored on an ongoing basis by volunteers. It's at 10 Barbour Road, Thirlmere — about 28 km and 25 to 30 minutes from Menangle Park via the Old Hume Highway.
Two locomotives anchor the collection: 6040, a Garratt described as the heaviest and most powerful steam locomotive ever to turn a wheel in Australia, and 1905, the first locomotive to cross the Sydney Harbour Bridge. Beyond the big steam there's a driver's-cab walkthrough of a historic locomotive, a mail van, a prison van, and the old Governor-General's carriage.
Heritage steam train rides run most weekends, through school holidays, and on selected public holidays, departing from the historic Thirlmere Station platform — though the museum flags that schedules are subject to change, so it's worth ringing ahead if a ride is the reason for the trip. A ride isn't part of the standard museum entry; it's a separate, pricier ticket.
Good to know: open 10am–4pm on weekdays, 9am–5pm on weekends. Museum-only entry is $15 adult, $10 concession, $5 child (2–17), free under 2; add the train ride and it's $35 / $25 / $15. Members and annual pass holders get in free. Special event days — Day Out With Thomas, the Thirlmere Festival of Steam — run their own pricing. Phone 1300 11 55 99 to check a ride is running before you drive out.
More: NSW Rail Museum tickets, hours & rides ↗ · the collection ↗