UK Steam
Fleet Steam - Main line steam in North East Hampshire.
Steaming Around Britain's Railways - Photographs and sounds. A work in progress.

German Steam
Dampfsound.de - The German equivalent of Steamsounds.

Australian Steam
Steamsounds AU - Plenty of down-under steam.

UK Diesel
BR Diesel Web - Recordings of almost every class.

Visit the British Library UK Web Archive
for copies of earlier versions of the steamsounds web site.

Got a Railway sounds site? Get in touch.

For Australian steam sounds visit Tony Weber's web site. I have to say that Tony's are the best of recordings Australian steam locos I have heard!
For German steam CDs visit Jörg Dreckmann's excellent Dampfsound website.
Try the 34081 web site for a selection of audio CDs from Ian Bowskill.
You should consider visiting Andy Slater's BR Diesel Web site. Not just diesels, he has some steam recordings too.
Not just audio CDs but there are some interesting DVDs available at SVS films.
If nostalgia is your thing try oldcenturysounds.co.uk not just for railway recordings either.
If you like Train Sims have a look at Steam Sounds Supreme where you'll find sound packs for Rail Simulator.

See, I don't mind giving the competition a plug!
Anybody else out there selling your own railway CDs? Get in touch.