K.W.
I just had a train party for my 2 year old boy. I printed a ton of train photo's and posted them around the house. I got conductor hats, train whistles and lollipops as favors and dressed him up as the main conductor and we played train all day. Oh and a train cake.
I also ordered a train puzzle from Oriental Trading company and the idea was to have all the kids paint or color a piece and I was going to make it into a border for his room, but we didn't end up doing it. I still have it and think I'll have him and his older brother do it instead.
good luck
K.