I remember a documentary I watched. It was about a man who was exploring underground subways that were abandoned. It in a major city in the USA. During the show he mentioned he believes that behind a brick wall lies a steam engine train. I am trying to find more about this information.
Found it! A Train From 1836 Could Be Buried In Brooklyn Because Of Petty Politics http://jalopnik.com/a-train-from-1836-could-be-buried-in-brooklyn-because-o-1693833760