It's more than being an overgrown schoolboy that makes a rich man build a life-size train set, writes Christopher Howse. If, over the kedgeree or devilled kidneys, your host told you he had dreamt of travelling with Britain's queen on the footplate of a steam train, you might make a mental note that this would have interested Dr Freud.But it was no dream when Queen Elizabeth accepted an invitation from Leo de Rothschild in 2008 to join him on the five-ton locomotive Mariloo for a 2km run around the grounds of his house at Exbury in Hampshire. For the occasion, Mr Leo (as he was respectfully known) wore his Exbury Gardens Railway cap and boiler suit; the queen wore gloves and a sensible headscarf.His sensitivity to the landscape had gained De Rothschild planning permission to build the life-size (well, 12¼-inch gauge) railway, which cost quite a bit of money."A lot of millionaires have them," Mike Hanson, director of the Rudyard Lake Steam Railway in Staffordshire, said recently. He was commenting on the news that his neighbour, British billionaire John Caudwell, is building a narrow-gauge railway around Broughton Hall, his Jacobean country house.This is still a strange thing to do. I mean, not many multi-millionaires build their own seaside pier, music-hall or bell-foundry, despite the agreeable associations of such things. Quite a few go in for horses, old cars or light aircraft, none of which come cheap.But horses, cars and aircraft are rich people's playthings all over the world. There's something very English about the fantasy of travelling on your own train set.The only thing lacking from the 17th-century glories of Audley End, Essex, it seems, was 2km of 10¼-inch track, which the Braybrooke family got round to adding three centuries later. At Bentley in Sussex, Gerald and Mary Askew connected their miniature (7¼-inch) railway to the opera-goers' station at Glyndebourne.story_article_left1It's not just millionaires. Clergymen, not usually known for their wealth, sometimes lay track, too. The Reverend Teddy Boston, a friend of Thomas the Tank Engine's inventor, the Rev W Awdry, built a two-foot gauge railway in the grounds of his rectory at Cadeby, in Leicestershire. His enthusiasm had begun with traction engines. "We would go on shopping expeditions to Market Bosworth," he recalled, "using a steamroller or traction engine by way of transport, parking, as a matter of course, in the town centre."The only way Boston could afford to set up even a short stretch of railway was by buying Pixie, a redundant saddle-tank engine, from a quarry, which kindly threw in a length of track.Boston was a clergyman first, caring for his parishioners, and a railway enthusiast second, but he called his autobiography Font to Footplate. After his death, Pixie made her last journey at Cadeby in 2005.Unlike Boston, Caudwell has no plans to open his narrow-gauge railway to the public. But miniature and narrow-gauge railways carry a million passengers a year, according to the owners' association, Britain's Great Little Railways. That includes the 15-inch Romney, Hythe and Dymchurch Railway, which is used by some people to get to work.On a recent Saturday it ran trains pulled by the Winston Churchill, in honour of the 50th anniversary of the great man's death.There is a tangible clue here to the attraction of private railways. The journey by rail of Churchill's remains from Waterloo to Blenheim was as much part of the ceremonial of his state funeral as the dipping of the crane-jibs along the Thames was. The 7th Duke of Marlborough had taken care to build his own station with a 10km branch line of its own, but in 1897 the family had unfortunately let it fall under the control of the Great Western Railway, seized by the foaming red socialists of the Attlee regime in 1948. So Blenheim and Woodstock station closed in 1954.But Blenheim had a station to spare: Hanborough. In 1964, it had been saved, otherwise it would not have been available for Churchill's last journey.There we have it, I think. You cannot ordinarily catch a train directly from Waterloo to Hanborough, but the passage for Churchill across the river Styx was in his own train. Even the locomotive bore his name. It had been the same at William Gladstone's state funeral 67 years earlier, when his coffin was borne to the heart of London on a train that brought it (in retrospect somewhat bizarrely) to Westminster Underground station.People talk lightly of boys playing with trains and adult railway enthusiasts being overgrown boys. It's deeper than that. The one thing a railway does is take you on a journey. Building your own railway seems, however fallacious, to ensure the train always brings you home...