In Victorian England a person of means could order a private “special” train, as in the Sherlock Holmes story “The Lost Special”. According to the story it was not an uncommon request and could be arranged within an hour:
"Monsieur Caratal’s business was quickly dispatched. He had arrived [in Liverpool] that afternoon from Central America. Affairs of the utmost importance demanded that he should be in Paris without the loss of an unnecessary hour. He had missed the London express. A special must be provided. Money was of no importance. Time was everything. If the company would speed him on his way, they might make their own terms.
Mr. Bland struck the electric bell, summoned Mr. Potter Hood, the traffic manager, and had the matter arranged in five minutes. The train would start in three-quarters of an hour. It would take that time to insure that the line should be clear. The powerful engine called Rochdale (No. 247 on the company’s register) was attached to two carriages, with a guard’s van behind . . . .
Monsieur Caratal, upon leaving the superintendent’s office, rejoined his companion, and both of them manifested extreme impatience to be off. Having paid the money asked, which amounted to fifty pounds five shillings, at the usual special rate of five shillings a mile, they demanded to be shown the carriage, and at once took their seats in it, although they were assured that the better part of an hour must elapse before the line could be cleared. In the meantime a singular coincidence had occurred in the office which Monsieur Caratal had just quitted.
A request for a special is not a very uncommon circumstance in a rich commercial centre, but that two should be required upon the same afternoon was most unusual. It so happened, however, that Mr. Bland had hardly dismissed the first traveller before a second entered with a similar request. This was a Mr. Horace Moore, a gentlemanly man of military appearance, who alleged that the sudden serious illness of his wife in London made it absolutely imperative that he should not lose an instant in starting upon the journey. His distress and anxiety were so evident that Mr. Bland did all that was possible to meet his wishes. A second special was out of the question, as the ordinary local service was already somewhat deranged by the first. There was the alternative, however, that Mr. Moore should share the expense of Monsieur Caratal’s train, and should travel in the other empty first-class compartment, if Monsieur Caratal objected to having him in the one which he occupied. It was difficult to see any objection to such an arrangement, and yet Monsieur Caratal, upon the suggestion being made to him by Mr. Potter Hood, absolutely refused to consider it for an instant."
Later in the story the Liverpool stationmasters send telegrams to all the stations on the route informing them that a "special"is coming through.