For my son's 3rd birthday party, we had a choo-choo train party. We held it at a local park located by a depot museum.  The park has a playground with some of the playground equipment resembling a train.  We also visited the Depot Museum which had several model trains on display and running. Each child received their own train whistle! Outside we had decorated and attached two wagons to look like a train.  The kids got a kick out of tooting their train whistles as one of the adults pulled them around the park in their "train".  We had train-themed decorations and partyware, I had made a cassette tape with train songs, we did the "Locomotion", and had a train pinata.  Although it wasn't a "Thomas the Tank Engine" party, we had several Thomas and other train items in the goody bags.  I had the local bakery simply spray/ice the cake to look like grass/sky. I also had them ice a railroad track diagonally through the cake.  I used a small three piece plastic train toy to put on the track (was part of his train set/table gift!  At the end, we took a picture of all of the children in front of an old caboose on the property. With the thank-you notes, each child received the picture that I had made a black posterboard frame...shapped like a steam engine. The railroad tracks are right next to the park and We were fortunate enough to also have the train come by during the party....(need to get the schedule in advance and plan accordingly in order to time the train passing during the party.)  It was a lot of fun for the children!