Here is images of the bullet train combiner Transformer RailRace. In the US it was available for sale as three separate units and was also hard to find when it did come out in the very early 2000's. The train form size is near HO scale. The finished combined Gesalt is one of my favorite Transformers toys ever.
As as far as othe transforming toys that form trains. The competing Gobots from the 1980's had two with train alternate forms.
From a good bit later (really after my time) the Power Rangers had a season with train units that form giant robots. I picked up the big mostly black one at a flea market a few years ago. It seems near O scale but if it was ever converted it might have clearance issues.
