The twice-used shot of the train rounding a curve is actually near Rabbit Bridge on the Great Central steam railway near Loughborough. The train is in fact heading South; according to the film, it is first heading West (Cambridge to Bletchley), then North (Bletchley to Manchester). The same locomotive is hauling both trains - unlikely - and is suspiciously clean for wartime. However, it was a masterful touch to dub in a passing steam train as background noise when the security man interviewed Jericho in his digs. Such background noise is often conspicuously absent in films.
