Well, they have it easy: they don't have to change power output much and fast.
trigeneration for rail
Depends on what you consider cogeneration. All passenger diesels also generate the train heating resp. the electricity to run the air conditioners that cool. But heating utilising the diesel motor's heat itself - no. As for why not, I can think of a few reasons: on a moving train, you'll have maintenance issues, as well as weight. (Older trains had steam heating, powered by a boiler on the locomotive; but it was better to switch to supplying electricity.) *Lunatic*, n. One whose delusions are out of fashion.