In the case of British practice, certainly, the answer was practically "no". There was a universal response to engines which failed in service: send a relief engine to haul the whole train away.

Running out of water would be an edge case, and the general problem -- the locomotive has stopped working -- had a general solution in a relief locomotive.

Trains were watered at station stops as a matter of course and on most of the long-distance network there were water troughs from which locomotives were able to take water while in motion, using pick-up gear. The chances of an engine running out of water between stops, other than as a symptom of some deeper problem, were small. Amongst all the other reasons why a locomotive might need to be rescued this would have been a small part of the problem, so not worth a specialised solution.

Today in the absence of water columns on platform ends, locomotives are occasionally watered from fire tenders at the line side, but that is very much a preservation-era thing with the infrastructure for running steam having been dismantled.

If an engine actually did run out of water the fire would have to be damped down, quickly, to avoid severe damage to the firebox, and restarting the fire and bringing the boiler up to pressure would then be a major undertaking. In most cases, it would involve "disposing" of the fire and starting from scratch, which would take hours and be impractical away from a depot. So the procedure was pretty much universal for all failures: drag the locomotive out of the way, and repair it at a shed. There were standard procedures for disconnecting the running gear, so that in anything short of the failure of a wheel or axle the locomotive could be hauled dead.