This seems to be a common problem with steam engines, the screw (hex head) holding the last (not always the last) drive rod to the wheel comes loose or works itself out and if you are lucky you can find it. Of course I check both sides to make sure the same thing isn't happening on the opposite side. This happened 2 times to me, once on my Bachmann 3 truck climax and once on my new Broadway limited dreyfuss Hudson. I really have no complaints other than that on these two locomotives. I was able to finger tighten the screws in both cases. Question: How do I prevent this from happening again? hboy:
If the package contains a nut driver, and I doubt that it does (only some BLI locos have swappable blind drivers for some steamers, for example, and if a pair of drivers is included, so is a nut driver), you should be able to snug them well. If you keep having one or more back out, you could try a Locktite that is meant to retain, but not weld, the item in place. I believe Locktite makes a glue meant to be somewhat easily broken if a proper driver is used.
