Smoke. Not just any smoke, mind you - but, the smoke emitted by steam locomotive that burn coal, not oil.
Some of my fondest childhood memories are riding the Durango and Silverton railroad with my grandparents, who lived in Durango - the smell of the smoke (and the roundhouse, if you are lucky enough to get into)...I guess it's because smell triggers memories.
Most people I know, when the train goes by, try to hold their breath - I fully enjoy it personally.
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