"Lost for no good reason: the steam engine. For overall usage, not just the train locomotive."
The steam engine has a certain romance about it. Understand, by the time dieselization hit the railroad industry--starting in the 1940s--the steam locomotive had been in use for over a hundred years. Steam power let us build the industrialized world; it let us substitute machine power for muscle power everywhere for the first time in human history. Everywhere, not just places where we could build windmills or water wheels. Heck, I love 'em myself.
But steam power is simply too inefficient. The best steam engine we ever made barely managed double-digit efficiency; most steam locomotives averaged about eight percent. This means that even in the best case, for each BTU of fuel burned, only 1/10th of it was transformed into kinetic energy. The rest radiated away or went up the smokestack.
Steam locomotives also require a working fluid--water, which is turned to steam by the boiler--and they use a surprising amount of the stuff, such that even with careful management of the locomotive's water supply a range of 80-100 miles was typical for many locomotives.
Operating a steam engine is also highly labor-intensive. The boiler must be stoked, both before and during operation, and the harder the engine is working the more often fuel must be added. Some locomotives had power fuel feeds but a man still had to watch the quantity and adjust it accordingly. Operating a steam locomotive required the full-time attention of two men, an engineer and a fireman.
Starting a steam engine is a multi-hour process involving building a fire and heating tons of water to boiling. All the running gear had to be lubricated every time the engine stopped and oil and grease went everywhere during operation; a well-kept machine had to be steam-cleaned of all that guck after each run lest it attract dirt, which would eventually promote rust. Steam engines are extremely maintenance-intensive machines; they'll last forever if properly cared for but that "proper care" is a full-time job in and of itself.
If the team running the thing made a mistake, the boiler could explode. The most likely avenue for a boiler explosion came via the firebox: if the top of the firebox (the crownsheet) got too hot, a thin layer of steam would insulate the water from the heat of the firebox. The crownsheet would overheat and cave in under the pressure of steam in the boiler, and all that extremely hot water would flash to steam. The crew of the locomotive would be scalded to death in seconds, and the locomotive would become a steam rocket, causing a train wreck.
These are the "good reasons" we no longer use steam engines.
Railroads were in fact the last refuge of steam engines; just about everyone else went to internal combustion before the 1940s. Dieselization took a lot of romance out of railroading but you can't run a railroad on "romance"; you need to make money to keep running trains. (Particularly since the guys running the things for you expect to be paid.)
You can't argue with economics.