SBS - Great British Railway Journeys
SBS - Great Continental Railway Journeys
One - Rocky Mountain Railroad
Now to the Foxtel Cable TV:
NHK World - Japan Railway Journal
Discovery Science - World's Top 5 - Extreme Railways (only this week)
Discovery Channel - Railroad Australia
Now remember, the free to air ones also have their catch up areas on the internet so if you miss an episode you can catch up on them via your PC and the Internet.
Also check out Youtube for some shows. For example, the above "Japan Railway Journal" can be found on Youtube - all epsiodes are there and new ones go up all the time. Not a bad show actually, you get to see all things about the Japanese railways.