Back To The Future 3 - Disappearing Steam
Near the end of the movie, there is a scene where Clara is riding on the train, and there are two men talking behind her. After a short while, she jumps up and cries out "Emmett!", and pulls the emergency brake line. The view then switches to outside the train in front of it as the train stops. If you look to the side of the train, you can see the steam actually being sucked back into the engine. Quite a dead giveaway as to how they did that scene.
Copy of Back To The Future III