Train nerd here..

In Australia there are a fair few steam tourist train services. Not regular time tabled ones unfortunately. These ones operate on the main line & are not limited to their specific line.

https://www.picnictrain.com.au/ NSW / around Sydney https://www.steamrail.com.au/tours VIC / around Melbourne

https://transportheritageexpo.com/ NSW/Sydney (Gov supported) https://www.steamfest.com.au/ NSW (Hunter Region/New Castle) [1.5-2h north of Sydney]

Yes coal particles will rain on your face if you stick your head out of the window.