While the UK and American version of the show didn't start using individual voices alongside the narrator until Hero of the Rails, the Japanese version on the other hand used a narrator and individual Seiyuu for each of the characters since the first season. To name some of the characters, Edward is Artemis, Henry is Vegeta, Gordon is Recoome, James is Ken the Eagle, Percy is Esmerelda, Diesel is Mr Satan, Trevor the Traction Engine is Char Aznable, and Sir Topham Hatt is Master Roshi.
Speaking of Hero of The Rails, from that movie on, there's two distinct voice casts that have several of these moments:
In the US version, Lt. Gorman is Edward and Toby, Faith is Emily, Wilkie is Gordon, Henry, The Fat Controller, James and Harold, Pac-Man is Thomas and Percy & Tanaka is Hiro.
In the UK version, Thomas is Herik, The other main male engines and The Fat Controller are Bungo, Wilkie is Diesel and Nicole Watterson is every female. Hiro is still Tanaka.
Keep Circulating the Tapes: The 1999 Fox Family series Storytime With Thomas. It would feature two episodes from series 1-5, sandwiched with an episode of Britt Allcroft's other show The Magic Adventures Of Mumfie in between. No VHS or DVDs were ever released of the show, and it was never sold to other networks.
Lost Episode: Though 'The Missing Coach' was never finished, the production team took a few still shots corresponding to this story. When these got out on the Internet, for a while some people did think the entire thing had been filmed.
The Other Marty: Various voice actors in Thomas & the Magic Railroad were replaced during the post-production overhaul:
Thomas was initially voiced by John Bellis, a cab driver the crew met while shooting on the Isle of Man. He can be heard in one of the teasers.
The series' concurrent UK narrator, Michael Angelis, was the voice of Percy and James. Test audiences thought the characters sounded too old, and in the final version they're both Cross-Dressing Voices.
A few of the trailers feature Diesel 10's original voice actor, Keith Scott.
Throw It In: Much of Neil Crone and Kevin Frank's voiceover work in Magic Railroad - particularly the banter between Splatter and Dodge. They were originally hired to improvise material for the trucks.
A few discarded stories from The Railway Series were planned for adaptation early on, but were canned due to time and budget constraints, or being considered too complex for children's stories (eg. "The Missing Coach" and "Gordon Goes Foreign"). A few other stories that were more loosely adapted are also the result of this (e.g. "Tender Engines", which was originally planned to be closer to the novel's "Tenders For Henry" until budget prevented them from making a full model for the Flying Scotsman).
The show was originally planned as a BBC kids show, but after only one episode (Thomas and Gordon, obviously), the show moved to ITV instead.