Calen.....
I really appreciate you taking the time to try and help.  I need all the help I can get.

Thanks Joe...that was the problem.  I was looking for the on/off under the tender per another topic and did not find one.

The sound on/off was on the Loco next to the connection as you said.

I think the battery has to be in properly for the engine to run.

I could not find an on/off switch or volume control on the bottom of the tender.

I have a 4-6-0 Thunderbolt Express, set No 90011 I believe.  I have no sound.  I checked the 9 volt battery and have 9.2 volts and the cord from the tender to the loco is plugged in.

Do not no what else to check.  Any help?

I knew I should not have tossed it the next morning but the trash was gone.  At the very least, it had lots of parts.  The motor had hardly been used.

I gave my granddaughter the Royal Blue Passenger set, 90016 I believe, three years ago.  Last Christmas, the front 2 drive wheels seemed to come loose and were almost at a 45 degree angle instead of 90 degrees.

I took out the engine to fix for my granddaughter's Christmas tree this year.  I took off the cover and the two wheels appear to be the power pick up and had come loose from the plastic bushing that ties the two wheels together.  Well, I made a mess, lost the bushing and broke two wires that were attached to the 4 front wheels, just behind the cow catcher.  I tossed it and have just bought a complete set on EBay.

My concern is that this is a prevalent problem.  I had also bought my son a set and it had the same problem before it had ever been run.  The replacement set I bought from EBay is the Thunderbolt which I believe is the same era.  If this happens again, how do you fix the problem?  Do you super glue the two wheels back into the plastic bushing?