In Slovakia, there is a steam railway which runs right through a football ground, between the stands and the pitch!
https://www.facebook.com/video.php?v=1188519724495497
The Čierny Hron Railway runs through the ground of Slovakian amateur team TJ Tatran Čierny Balog, even whilst matches are in progress.
Some more info on the railway:
https://en.wikipedia.org/wiki/%C4%8Cierny_Hron_Railway
http://spz.logout.cz/uzke/sk_chz/en_chz.html
Think I've seen everything now!
Tony