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Pete,
We need more information to be able to help you. What engine do you have? What transformer do you have and what kind and how many passenger cars do you have?
That is for starters.
Just to begin, it may be that one of your passenger cars has a short that is causing the problem. One of the first things to do is to put one passenger car at a time on the track with your engine and see what happens. The other option is to take your engine off the track and put each car on the track one at a time and see if they all light up. At this point think of yourself as a doctor who is doing a diagnosis.
Again, this is just the beginning of the discovery process to solving your problem.
Hope this helps.
Ed Boyle
Good advice
Please remember, you could also be having a problem with the transformer as well.