I know there have been some powered models of real-world (1930's German) propeller-powered trains, but the propeller was just for looks and not actually driving the train.
An internet search turned up an old OO gauge Triang toy with propeller drive which actually worked. Here is a video of one in action: Triang turbo car on New Zealand club model railway
I've done some experimenting with misc small fans on O-gauge cars but with no actual success so far. An operating vehicle would need to be very light weight, free-rolling, with a high-speed motor and suitable propeller. The motor itself would need minimal rotating mass to minimize gyroscopic effect which could inhibit negotiation of curves.
This Triang vehicle requires reverse power for reverse-thrust air braking because it rolls so freely.