LEGO came out with new pneumatics. Since I'm a train guy (my wife is more into technic and already saving money for the Mercedes ;)) I was wondering, how could we apply the new things for Trains?!
The "obvious" way would be using pneumatic cylinders in steam engines, but they would be probably way too large and out of colour. The air supply would also not be trivial, hoses would look and work awfully, and integrated compressors would take up a lot of space in addition to the usually installed electrical components. This could be eased by building a separate wagon (or more) for them and routing the electrical current and air hoses between the wagons and the engine.
For some examples watch these two videos.
Another way would be building tipper wagons that use pneumatics, then you'd probably have less color clash, the same with using pneumatics to open and close the doors on passenger carriages (maybe linking more doors to a single cylinder).
A pneumatically powered rail crane would also look and work great, provided that you can fit all the control valves into the structure.
For stationary applications track switches are mentioned in the other answer, but you can also power boom gates at level crossings and cranes at cargo terminals. In these cases you would have a much easier time fitting all the components, but the hoses could become way too long.
The first thing that came up in my mind when reading your question is: operate switches on your track using pneumatics. You'll require a lot of hose, and would need to experiment a bit with how long the tubes can be without losing too much pressure, but the actuators could operate the switch handles easily, and you can route the hoses under buildings or even under your train table.