Domestic locomotives, in fact most domestic industrial diesel engines used for power generation, gas transmission or marine propulsion, also use low-sulphur fuel. The same type you buy for your truck. The greater the sulphur content, the more rapid the cylinder and piston ring wear. High-sulphur diesel fuel is typically only available in third-world countries.
SPD is right, the tax is the biggest difference. Railroads, power generating facilities and marine vessel operators pay less than 50 cents/gallon for diesel. Pumping stations run whatever is in the pipeline.