You are playing a federal marshal who rides a dragon and you receive the following wire:
With haste, fly your steed to Perdition <stop>
Hire 3 deputies <stop>
Broker peace between warring rail companies <stop>
Arrest federal crimes, judge to arrive in 2 weeks <stop>
The Rail Companies
M.L.&R. Rail Co. – This is an elven company that has blended the elven idea of a western paradise with manifest destiny and the result is a hideous brand of immortal-run capitalism.
Names and inspiration: Lord of the Rings
Olde Valyrian Rail Co – Run by an olde world corporation with 7 CEO’s and a President. They are known for hiring inbred, white-haired, purple-eyed dragon-riding gunslingers as security and being cunning backstabbing bastards.
Names and inspiration: Song of Ice and Fire
Please feel free to post a rail company based on your favorite fantasy series in the comments.
NOTE: Jim posted a cool idea below, so feel free to make a fantasy version of a western trope. No need to stick to my narrow concept.
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Githyanki Diaspora 
Not quite a rail company, but:
The Khatovar Detective Agency – Detectives in name only, the Khatovars — colloquially called the Black Sashes — provide security to the highest bidder, train or town. At their best, they act as impromptu marshals in territories that go without; at their worst, they’re hired thugs and killers. Don’t let their penchant for odd nicknames fool you: they’re a damn sight more cunning than they let on.
Names and inspiration: The Black Company
Not a rail company but if that is wrong, I don’t want to be right.
Thanks, that is splendid.
The Barahal Rail Company
A joint venture between humans and ‘trolls’, this company represents the technological drive and interest of the latter, and the enthusiastic and cleverness of the two female human cousins who lead the board of directors.
(Inspiration: The Spiritwalker series by Kate Elliott)
White Gold Rail
A rift opens and tracks pour out, forming a junction with those tracks on the ground, and with a burst of green fire, the train comes roaring down from the sky. People who’ve seen the magical track call it The Arch; people who’ve seen the trains don’t know what the black material it is made out of is, but they certainly recognize that the runes that cover it are the color of white gold. The trains are staffed by giant humans, not so big as to not fit on the train, but taller certainly than any normal man; they laugh easily and provide comfort, while security is provided by humorless men sworn to protect the train and the passengers (in that order). The train leaves by a similar rift in the sky, and some time later, touches down again in a new location.
(inspired by the Chronicles of Thomas Covenant)
(I kinda want to refine this more, but won’t have time any time soon, so posted it as it is.)
Phlogiston Transport, Unlimited
“An interesting rail company in that the rails themselves only appear for 20 yards in either direction from their nominal stations. Conductors and Engineers are recognizable by their interesting coppery skin and somewhat stilted speech patterns. Reliable eyewitness accounts state that when pulling away from the station the ensuing smoke from the locomotive is such that the entire train apparently disappears. Some believe that it turns into a cloud and races away, while others are convinced that train has hidden wheels which allow them to travel over prairie with nary a print left behind. While this reporter has been unable to get a comment from the benevolent oligarchy known collectively as “The Minds,” we are certain they will provide us with some actual explanation as to the machinations behind their transport line. As, even now, the Congress moves to limit their influence on opposing coasts…”
– Nelly R. Murrow, writing for the Planetary Magazine
(inspired by the Culture craft and Mieville’s Embassytown)
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