I noticed this recently and thought I would share it. Shelters are great for protecting Locomotives but unless you take measures to keep out the birds, then this is inevitable.
http://maitland.yourguide.com.au/news/local/general/too-pooped-to-puff/1160341.html

Put walls on the shelter and keep both the birds and bad weather out!
If you must have an open sided shelter (ugh) it can be built so that there are very few places for birds to roost up in the rafters.

There are no cons to building a shelter for a piece of rolling stock. That is the least that should be done to protect it. It should be mandatory for all steam locomotives.

There products available to aplly to the top side of all beams and rafters to prevent roosting. They are clear...kinda a barbed structure... only run about .15 per foot.

I worked at a place that had fake owls placed on the ledges of the parking garage. Never had a single bird in the garage, but the one accross the street always had pigeons roosting on it.

Pigeon poop is nothing compared to the ravages of water, ice, and snow. I can think of no "down side" of a shelter. I do recommend chain link fencing from below the ground surface to the top of the rafters. This is what was done to a CNR Pacific in Moncton, N.B., and it has been , overall, an excellent idea.

The local BNSF car shop installed a nylon mesh system hung from the rafters. It was a very lightweight material, and looked like fishing net. (It may have been net for all I know...)

It's so lightweight there should be no real structural concerns, and since it's netting, there is no wind load associated with it.

The pigeons can no longer get to the rafters, so they no longer perch inside. Works great, and looks like it would be pretty inexpensive.

BART's elevated stations must have been designed by pigeon lovers since they are perfect pigeon palaces. Lots of rafters, cavities, and flat tops of light fixtures and destination signs.

They have used netting in some areas (good, but needs maintenance - pigeons can find weak spots and get in..)

Also, they use the prickly anti-roosting strips mentioned in another post. However, birds can defeat these by bringing in nest-building materials and covering up the spikes.

Probably most effective, however, is permanently closing up cavities with sheets of galvanized steel. They have also sheet metal to make sloping tops for flat-topped light fixtures so that birds cannot roost on them.