Edaville used to do that on a fairly regular basis.
The Beverly Historical Society's Walker Transportation Collection had the #3 locomotive brought to downtown Beverly in 1991. They parked it in Ellis Square for the day, under steam of course. It was fabulous! They would blow the whistle every so often, which brought people scurrying downtown to see what was going on. There was a church next to the locomotive, and around noon there was a wedding inside. They asked us to refrain from blowing the whistle during the ceremony, but when the newlyweds emerged, they had us blow the whistle and ring the bell as much as we wanted, in celebration.
I have video of all this. It was quite a day.
Richard