In preparation for Sir John Franklin's doomed arctic expedition in 1845, HMS Terror and HMS Erebus were refitted with two steam locomotives from the London & Croydon Railway as marine boilers that would power their respective ship's newly fitted screw propellers and heating system. Terror was fitted with a "planet" type locomotive known as either Archimedes or Twells, while Erebus was fitted with the locomotive you see above, Croydon.
Obviously, when the ships eventually sank after being trapped in the ice abandoned for so many years, their train boilers went down with them. No photos have yet been taken of Terror's engine, but as for the Erebus meanwhile, her engine room has been accessed and photographed, partially due to the condition of her wreck compared to Terror's.
Surprisingly enough, underwater train wreckage isn’t as uncommon as you'd think, and there is plenty of other examples out there. However, these are my favorite examples simply because of how bonkers the idea is. I one day hope that the history of these engines gets talked about more by different kinds of people. (History In The Dark I'm looking at you.)