Because this is the internet and the internet makes people do crazy dumb shit, this is a short video edited by Youtuber Theseheavenlybodies to make trains sound like they're screaming like people in distress. If that sounds like something you might be interested in watching, go for it. If that sounds like something you will probably hate watching, you will probably hate watching it. You can't complain though if you think you're not going to like it, then you don't like it. Want to hear a train scream in real life? *lighting blowtorch* Bring me Thomas The Tank Engine.
Keep going for the video.
Thanks to Gun_And_Bra_Show, which I absolutely plan on attending.