I began with a straightforward Bryce 6.1 render, with 3 separate mask renders to isolate the back, middle and foregrounds. This gave me seven layers to work the effects into, so they appear behind the rear loco, but in front of the background, also between the locos and behind the front one, and behind and in front (in seperate layers) of the chains and pulleys hanging down. IBL lighting was used in the original render, with some atmospheric haze dialled in.

I'd like to point out up front that this picture was made with two commercially-available models with some re-texturing by me; I haven't therefore posted this piece as any kind of discussion point regarding 3D modelling skills, I am solely interested in composition, mood, lighting etc. and prefer to leave 3D modelling to those who are interested in it and far better at it than I will ever be.