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How else are you going to get girls interested in trains? My son just turned 6 and is already a lost cause, but there is still hope for my 2-year-old daughter.
Also, to play devil's advocate, American 4-4-0s were exported all over the world, so seeing such a locomotive in Scandinavia in the mid-1800s (on which Frozen's fictional setting is based), is actually plausible.