I guess steam locks would have been very vulnerable to strafing as the boiler is a large target and once it's holed, that's it. On the other hand, if that was the total of the damage wouldn't,t it be pretty easy to repair?
Had the Germans been using Diesel engines the trains might have been tougher to kill. Non volatile fuel and the engine could have been armoured, which I imagine would have been impractical with a stem loco. At the end of the day though, a train is always going to be a comparatively large, slow moving target.
Google armoured trains.
Soviet: http://i104.photobucket.com/albums/m199/Von_poop/album 2/sovtrain.jpg