Train companies have historically had their own police forces due to the variety of locations they pass through and, at least in the US, the distance between the train and locations with police forces.

This is true in many countries however many have also merged railroad police in with whatever their federal police organization is. A historical example is Bahnpolizei in Germany. Interestingly enough, all Swiss railroad employees have limited police powers.

What countries have never had private railroad police? All the major countries I could come across seem to have had them at some point.