Lionel did one in the early nineties on the rebuild of the 700E Hudson. I have that on VHS and it is also very educational. But, todays engines are far more complicated so a documentary on how they are built now would be very interesting.
I don't know how many people ever tried to build their own accessories but I am in the process of doing just that. Let me tell you when one goes down that design and application road you get a real appreciation for the engineering work that goes into something like a coal dump and such. Getting the thing to work is is only part of the problem, but making it look good is a whole other story.
Then after you got to the point where it works and looks good you can't help but think about another important issue; how would I take this idea and be able to mass produice it?
When ever I try something like this for the fun of it I can't help but develop a real appreciation for the talented work the folks at our favorite manufactures show in order to bring us our toys.