Yes, MTH has done RTR Train sets with 4-6-0, 2-6-0, 2-8-0, 4-6-2*,4-8-4* steam engines. I don't think I'm missing any.....I know the 4-6-0 and 2-8-0 have only been done with PS3. The others, no.
* = these are "Bantam" engines are scaled down significantly. Some consider them very funny looking.
The diesel sets have also had a large variety - Rugged Rails F3s (great locos, just short!), ES44, SD70, GP9, RS3, Scale F3, Amtrak Genesis, F40, etc. Would love to see more variety than just the ES44 sets.