Update: We've done some digging, and found the truth is even stranger than this story. Head here to see what's really powering Fallout 3's metro train.
Original: You couldn't catch the metro in Fallout 3, but you could watch it from a distance in the Broken Steel DLC pack. It makes you think: if Bethesda implemented moving vehicles, why on earth couldn't you ever ride one? Why code locomotives just for window dressing? Don't say "because the apocalypse" because I don't wanna hear it.
The answer turns out to be simple: the metro trains were hats. As the image above demonstrates (courtesy of a 4Chan user) the metro cars in Fallout 3 were actually hats worn by highspeed running NPCs, embedded in the ground below. That's... kinda gruesome, to be honest, but when you're working with an engine as quirky as Gamebryo, a little bit of improvisation is required.
It could be an internet joke, but I'm inclined to believe it. I remember marvelling at some of the tricks Doom level creators would pull, in order to create effects otherwise believed to be impossible in the game's engine. Where there's a will there's a way.
I don't know whether Fallout 4 will have trains-that-are-actually-enslaved-NPCs, but it will definitely have jetpacks, which is cool.