I have one, a steam dummy, that was pictured in an issue of the TTOS publication
some years ago. I had played on the "Hercules", a steam dummy that towed a
short combine from L&N tracks to Kentucky's Mammoth Cave National Park, during
visits there when I was a kid. The Mammoth Cave Railroad, no longer operating, when I was a kid, even, once had several steam dummies. Hercules, with a new cosmetic restoration since my photo visit, is still displayed at Park headquarters, with its shorty combine coach. I made a trip there, photographed it, and built mine on a Marx #999 early chassis with the spoke wheels.
I did not build a faithful model, but used some artistic license. I also took some liberties with its combine coach, that I built from a severely truncated Walthers kit,
since I was decaling it with my private road decals.
With Marx under it, it runs great.
Naturally, one of the early brass importers brought at least one in, in HO. I have
not seen or heard of an O scale brass one, though.
Having accomplished this, I am interested in building a couple of other odd ball
steam cars, an inspection engine, and the loco front, long coach steamer I saw
in a photo at Shelburne.