Another was in Dungeon Magazine #44, 'Train of Events' and it is similiar to the vanishing train secanrio.
Basically (underground, mostly secret and very primitive) dwarven steam trains as disappearing without a trace in a section of tunnels, and the PC's are sent to find out what happened and to retrieve the miners payroll - and the crew if possible.
Mists are not responsible though, more hijackings.
Interestingly, another adventure in this issue was "The Hand of Al-Djamal" which was loosely about a mummy curse in a museum.
Also it does not have to be a train as we think.
Sure you have rails and cars being pulled along, but the actual motive source could be a golem on a treadmill, skeletons (hidden of course) turning handles or even mudane sails (a rail boat?).
railroad into the mists
Re: railroad into the mists
Someone sent me a postcard picture of the earth. On the back they had written, "Wish you were here."

