The Tornado appeared in the recent series of Top Gear. Jeremy Clarkson raced it against James May's Jaguar XK120.
The locomotive will be at the Didcot Railway Centre until 2 September.
The Tornado weighs 170 tonnes and can reach speeds of up to 75mph (120km/h).
18 years in the making and costing £3m, the Tornado is the first steam locomotive to be built in the UK for 50 years.
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