You should see how impressive some of the luxury trains have gotten. Japan has a couple of them that are particularly luxurious. And while these aren't owned by individuals, they're indicative of what you could own.
Thank you for sharing this. I have many times seen the Shiki-Shima (“Four-season Island”) head north from Tokyo past where I used to live and wondered just what it was that I was observing. Up until now I thought it was a private train and I could have sworn that I spotted a piano in the lounge each time it passed.