"Gladstone" was loaned by the Kent and East Sussex Railway.
The 'driver's cab view' along the track at the beginning of the film was actually filmed by hanging a camera out of the end of the train, then showing the resulting footage backwards: this is why the train appears to be engaging in 'wrong-track' running throughout this section!
The brief shot of a ferry taking Will Hay across to Ireland also appears as an English Channel ferry in Alfred Hitchcock's The Lady Vanishes.
The engine "Gladstone" (1854) was built in 1899 for the Kent & East Sussex Railway and called "Northiam" . You can see her real number "2" on the buffer beams.
The railway going through Buggleskelly was actually the old Basingstoke to Alton line in Hampshire which closed in 1932.