The unnameable entity known as the Fire Alight, or a burning god amongst iron trains, is a God-rank train worshipped by the Disciples of the Triadic Pyre.
It is unknown whether this appears as a regular locomotive, which are already terrifying and on fire enough. However, it does have the special power that if its real name is uttered (which may be physically impossible), it will become aware of the speaker and chase them down.
It is known to cross the Ojan at Bridge Cathedral, which is why the Triadic Pyre built a cathedral there. In "Passage on the Jade Moon Pt. 2" Pickman visited and made it an offering of Sapodillan coins. The Fire Alight may be connected to the damage to the Bridge Cathedral seen briefly in "Six Travelers: Pickman".