There's also a Gyrotrain http://blog.sciencemuseum.org.uk/louis-brennans-gyro-car/ and this much more detailed wikipedia article https://en.wikipedia.org/wiki/Gyro_monorail
I may be possible to do the same with Lego Mindstorms - certainly you can make self-balancing two-wheel robots: http://robotsquare.com/2014/07/01/tutorial-ev3-self-balancin...