There is an interesting thread about this over on TRF. I've seen people attach model rocket engines to many things, but have never seen a model rocket sled that runs on a railroad. This is a great idea if you have access to an abandoned railroad line. You NEVER would want to mess with lines that are in use, no matter how infrequent. I could see competitions, which essentially would be to see who could build the most frictionless set-up.