Assiniboine Park. It features a neat miniature live steam train that has just celebrated its 50th anniversary in the park. Although it's mainly for the kiddies, it's still a live steam engine, and still a wonderful sight to see when it's all fired up! Tickets are a very reasonable $2.75 each.
While you're at the park, take a walk over to see CN's classic 6043 4-8-2 Mountain steamer. This historic engine, built in 1929, made the last scheduled run of steam power on Canadian rail on its run from The Pas to Winnipeg on April 25, 1960. The engine was placed in the park in 1983.