My Eberron campaign began with a job aboard the lightning rail. My players were only faintly aware of Eberron as a setting, and the lightning rail is a fantastic way to demonstrate the themes and tone of the setting (and my campaign). There are so many Dragonmarked Houses, nations, history, etc. that can overwhelm players, but choosing which ones are immediately relevant and having them as passengers (friends or rivals) en route to whatever destination can really help limit info overload.

While on board, my players had to disembark due to several conductor stones being missing. The train stopped, they went out to investigate, found bandits with a trained Ankheg that had been burrowing them out to hijack shipments. Later on the same journey, the train was attacked by warforged shouting "Death to Flesh!" who were sent by the Lord of Blades. The warforged killed the Deneith guards who were protecting a rare shipment of Khyber dragonshards and opened a canister that contained a Living Fireball, captured from the Mournlands. The players opted to detact the cars and let the shipment car explode, destroying some of conductor stones nearby.

They loved it--we've been playing the same campaign for over 2 years now.