Re: Uh,oh.... *LINK*

I agree with Jason. Locomotives were craned all the time - big locomotives. Obviously you don't pick one up by the whistle. Slinging under the smokebox was common in the front while catching a point just ahead of the rear firebox support minimizes stress on the frame.
Most older locomotives I have seen have frames like a wet noodle. There is very little strength laterally. When you consider what some of these locomotives have been through, being lifted by a crane is a piece of cake. #346 leaps to mind. Considering her latest (I think) unscheduled trip down the mountain her frame is in remarkably, albeit patched, condition.
I tend to worry most about the journals when picking a wheeled locomotive. The axles will plop down on the cellars, which could possibly harm the journals if care is not taken. Spring rigging can come undone and depending upon the vertical travel of the box, blocking may be advisable. Spring rigging can come undone on a ramp move as well depending upon the grade change at the top and bottom of the ramp. Ramping is almost always cheaper but must be done with as much care as craning since the locomotive is subject to stresses it never sees in service.