I don't have any photos, but I've devised a way to make these quick, easy, and functional! If you want to try my technique, here's how:
First, purchase a pack of the Details West step lights for use as a size reference, and a pack of plastic fiber optic cable - I'm not sure what diameter I used, I want to say about 1/32" - basically as close to the thickness of the scale step light as you can find.
The reason to use a plastic fiber optic strand is that you can melt the end of the strand by holding it near a small flame, and the material will pull back, forming a small ball.
Using the scale fixture as a gauge, make these balls so that their diameter equals the width of a scale step light. Let it cool / harden, then hold the ball and strand vertically, and use a rasor blade to chop of 2 opposite sides, flush with the fiber optic. Lay this down and slice what's left of the glob in half, and you're left with a scale step light already mounted on a fiber optic strand. You can chop away some of the 'roundness' from the top edges, too. Just paint the sides and a bit of the strand the color of your locomotives underframe or steps, leaving the bottom painted so light can shine out!
As for illuminating them, incandescant bulbs or LEDs can be hidden in the shell, and connected to your decoder so that the running lights are independantly controlled as a function.
While you're at it, ever notice the two little rectangular indentations at the bottom of the ends of locomotive hoods (long and short) - between the access doors in this image
Cannon and Company Locomotive Detail EMD Hood End, Late-2 191-1154 These are walkway lights, and are easy to illuminate too - if your going to the trouble of step lights, and do go with fiber optic, these can be lit from the same source. Just drill them out, clean up with a sharp X-Acto, and after painting, insert a fiber optic strand so that it ends in the middle of the shell's material thickness, then fill the rest with zap-filling CA.
Chris