Lost lokey in the woods - Indiana edition

It's said that there is a lost locomotive (or two) in southern Indiana "somewhere east of Bedford".
One of my friends at church knows many of the longtime "movers and shakers" in southern Indiana business and politics, and many of them swear up and down that they are there. But of course nobody has ever seen them, or can tell whos property they are on.
My own suspicion is this: On the abandoned Milwaukee Road (yes, the MILW once ran into southeast Indiana!) east of Bedford once can still find artifacts. I was along there about 10 years ago and one could find signal boxes, trashed searchlight signals and other things. I would bet that somehow a signal has gotten turned into a locomotive (or two). No doubt there is another version of the tale that has an entire train in the woods.
The only locomotives in the woods that I know of are the well documented ex NYC engines in the woods of Maine.
Les Jarrett
[www.A-Trains.com]