I just finished installing an Electric Railroad RAILSOUNDS sound kit (model ERRRSF37) in a Marx 901 Western Pacific B-unit, with a tethered power connection to the driving A-unit.
I installed the circuit board and speaker on the top side of the forward truck assembly of the B-unit - with the speaker straddling (and pointing downward towards) the middle spreader bar. I installed the 9V battery on top of the rear truck assembly of the B-unit. Track power is provided via a tethered connection to the A-unit. I installed a quick-connect coupling to connect the B-unit to the A-unit. I would have preferred to install everything in the A-unit - but there wasn't enough room.
Below is a video of the Marx 901 in action:
I am using a Lionel ZW transformer with a new diode in-place of the old rectifier disk. You can see that whenever I blast the horn the locomotive speeds up. The speaker volume is set to the highest level. It has a pretty good sound. When the ZW is turned off, the 9V battery kicks in and plays an audio clip of the sounds of a diesel locomotive's shutdown sequence. Without the battery, that shutdown sequence doesn't play out.
I am not really happy with the pig tail connection between the A and B units. I noticed that John Lebaron used a modified Lionel MPC-era passenger car collector assembly to power the sound board he also installed in the B-unit. I might do this too.