There have been a few thematic catalogues of trains on stamps, but from what I've seen, they aren't updated as often as we would like them to be. For example, the most recent Domfil catalogue that I know about is the 2nd edition from 2001. So, this subset of pages will show as many stamps as I can scan that are related to rail transport worldwide. This is a work in progress, and since there are always a couple new issues related to this topic listed in each issue of Scott Stamp Monthly, I don't expect it to be complete at any time.
The stamps are arranged by the country of issuance, regardless of whether the country exists as a sovereign nation today or not. On each of the country pages, they are arranged by issue date and grouped by sets as shown in the Scott catalogues.