It would be quite difficult to come up with a definitive list of possiblities without trawling through the archives of Royal Train notices held by the National Railway Museum and the Royal Train Superintendent at Wolverton. As you say it has certainly been to some very obscure places in the past (especially during both world wars) and details of the routes used were - and still are - kept quite confidential so before the advent of the internet the operation wasn’t always well recorded by railway enthusiasts.
The train was the default option for long distance royal travel within the country from 1842 until the 1970s and before the mid 1990s it was much less restricted in who could be carried. Since that time due to budget restraints the train can only be used by The Queen, Prince Charles and the Duchess of Cornwall, or other members of the family only under exceptional circumstances with special permission from the Queen, so before then you’d find the likes of the Queen Mother and Princess Anne frequently using it to travel to or from engagements and as a result it was used much more in then than it is today. It has also been used for visiting heads of state and for private trips not associated with an official engagement.
I suppose it also depends whether or not you count the occasions that Royal Train coaches have been coupled to service trains (that used to happen quite often in the past) or where a member of the royal family has travelled on a service train, like the Queen used to do quite frequently from Kings Cross to Kings Lynn and vice versa. You could even say there has been a Royal Train on the Victoria line since the Queen travelled in the cab from Green Park to Oxford Circus when she opened the line in March 1969.
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