I found a nice article on how to weather a model train with the use of weathering powders: http://www.btcomm.com/trains/primer/rolling_stock/morans_weathering/weathering_w_powders.htm
Thought this could be interesting for some people here that are looking for ways to add more realism to their rolling stock.
I did tried this technique with -very good looking results- on plastic modelkits only because my trains are used outdoor. It looks to me powder will be worn off by outdoor use but I can be wrong. Also I did not use the special weathering powders from the famuos brands (like Tamiya, Vallejo, MIG or others) but I used pastel chalk bought in the local art shop. Perhaps there is difference .
But I guess it must be worth a try for indoor operating models ( like on these beautifull MOMI modules?). It's much practiced in smaller scales.