Joe,
Not sure what sounds. I could play anything from background noise (animals, people talking, etc) or...mount a couple of these around the layout and wire them so as the train (and train sounds) moves one set would fade out while the other fades in. I know that would take some fancy wiring/electronics, but I feel doable.
So far this is all daydreaming on my part. It could probably be done with a cassette player and a couple of sets of speakers (like computer speakers), but the cost will probably rise. I do have 2 pairs of computer speakers that are just sitting collecting dust, so that may be the way to go. A cassette player is old tech though, gotta go with what's new