Although the Benzini Bros. Circus never existed in real life, the film which features it - Water for Elephants - has a famous steam locomotive pulling the Benzini rail cars.
Tennessee Valley Railroad Museum owns TVRM 610 - the locomotive seen in this clip and featured in the film.
This video shows TVRM 610 in several different scenes. To see it move on the turntable, move the video forward to 5:19.
To take a virtual ride aboard TVRM 610, visit the TVRM web site.
Video of TVRM 610 pulling the Benzini Bros. Circus train, online courtesy TNtrainboy15's Channel at YouTube.