Victorian children's story by E. Nesbit concerning four children whose father has to go away mysteriously, leaving them 'poor'. (see heyoka's notes on E. Nesbit) They go to live in a little cottage in the country and become interested in the railway, make some friends, have many adventures, and are eventually reunited with their father. The e-text is available at: http://www.dogpatch.org/etext.html.
Also a 1970 film starring Jenny Agutter
and directed by Robert Lynn.