Nice use of the banjo, fiddle and harmonica to make the train sounds. Neil Young is reportedly quite the railroad buff, by the way. Ironically, or maybe not, in the early 90s the actual Southern Pacific Railroad commissioned a country singer to produce a corporate music video entitled "Southern Pacific Roll On", not quite as edgy as Young's song. It didn't do much--the 'Espee' was swallowed up by the Union Pacific in 1995.
Southern Pacific train entering Tennessee on the Harahan Bridge circa early 90s.