Possibly photoshopped ?
For what purpose ? I would suggest that as the "smoke" has a slight blue tinge to it (wood smoke ??), it is more like to emanate from the field behind the railway embankment rather than from the locomotive - which would be producing grey/black smoke. A slight breeze from R to L coupled with the train traveling at a higher speed than the breeze would produce just that effect.
I suspect that you are correct, it just looked a bit odd/photoshopped, but as you point out "for what purpose"