Martin Underwood:
Some scenes were shot elsewhe
....
- the replacement loco (the Titfield Thunderbolt) was stolen from the
Science Museum in Kensington

That is, the scene of it being removed from the museum was filmed
there. The locomotive itself was "Lion", built in 1838, and was
borrowed from the Liverpool Engineering Society museum. It was
taken by road to Westbury for overhaul, and continued to the filming
locations under its own power.
--
Mark Brader "Actually, $150, to an educational institution,
Toronto turns out to be about the same as a lower amount."
-- Mark Horton