Since most of the Forumites live east of the Mississippi River and north of the Mason-Dixon line, a lot of the weathering is typical of that area. A lot of the steam locomotive weathering reflects infrequent washing, coal dust, sooty coal smoke, frequent rain or snow, etc., all of which are really hard on the exterior of a locomotive.
I'm certainly not an authority on technique, having never weathered even one car, much less a locomotive, but one of my resolutions is to begin weathering my equipment this year. I'll start with a few cars, then perhaps a diesel, and then a steam engine.
I model a railroad that was interested in the appearance of its locomotives (obsessively so in the passenger locomotives), but steam, especially that assigned to the high plains where my layout is set, ran back and forth across arid territory on long grades, with the sanders running often, oil smoke instead of the sooty coal smoke, and really poor quality water, which produced at least some scale on every boiler jacket. The turning points, especially on the west end, were not conducive to engine washing, and, on the east end, it was too cold to wash very often, from mid-fall to early spring. They got a wash about every 30 days when they received their monthly inspections. So, I plan to go lightly on the soot, and add a bit of scale in appropriate spots, and dull coat the engine. I'll add a little grime from the lubricator in the area where it could be caught dripping into the wind, and go with more dust than grime further to the rear. And almost no rust. It does not show up on my Home Road's engines to any degree at all. Southwestern steam was not exposed to much rain, and certainly not to acid rain common in the Great Lakes and northeast regions. So, I plan to go -- lightly -- in a different direction and see if the result pleases me.
Now, it's just a matter of taking a deep breath and seeing what I can do to a couple of freight cars, to get started.