I'm sorry if this has been already mentioned (I haven't read the whole thread because I'm busy at the moment):
Settlers, workers, missionaries, corporate executives, great people, scouts, explorers, cavalry, tanks, mechanized infantry units and for some reason, French musketeers and Zulu spearmen, are loaded on trains that go twice as fast as the standard model used.
Indian workers have their own set of trains, three times as fast than the regular ones. They may occasionally let another unit board if the other group includes a great general cheering them up.
Gunships, instead of flying, prefer using trains that are incredibly four times as fast than the standard model but reserved for them only. Amiable great generals kick in here as well, as they may arrange an experimental supertrain, five times faster, to a single gunship.
All trains however share a few peculiar traits. They are invisible, feature shrinking and resizing beam for transporting next-to-infinite amount of troops at the same time, and create a holographic projection of natural size ("natural" meaning gigantic here) of the passengers running.
Of course the trains have an added feature of making additional metals appear at the mines and better-quality wood at lumbermills. If you think that's weird, let me tell you they do stranger things all the time.