Technically, I suppose, the 1936 film "The Last Journey" could be said to be a train hi-jack, albeit by a member of the crew.
If you haven't seen it, it's about the last journey by a GWR express driver (Bob Holt, played by Julien Mitchell) who's depressed at the thought of early retirement and also believes that his wife is having an affair with his fireman. The train leaves Paddington and during the journey Bob has a mental breakdown and tries to kill the fireman, who escapes; Bob is eventually calmed down by a doctor on board, and all ends well.
It was filmed on the GWR (they gave the film company full access over a number of weekends, I believe) and features a lot of the locos from that era. The express train loco changes from a King to a Castle to a Hall to a Castle and back to a King (I may have the order wrong, but I do know that it changes rapidly!).
It's a very good film, and worth watching if you haven't done so. I think that I got my copy from the British Film Institute, but I guess that it's available from other sources as well.