President Joe Biden on Wednesday awarded the Medal of Honor for conspicuous gallantry to two Union soldiers who stole a locomotive deep in Confederate territory during the Civil War and drove it north for 87 miles (140 kilometers) as they destroyed railroad tracks and telegraph lines.
I need a movie!
https://en.wikipedia.org/wiki/The_Great_Locomotive_Chase
There’s also Buster Keaton’s The General (1926). They switched it up though and had the confederates doing the raiding and the union doing the chasing.