Can't remember if someone posted this link before, but here's a very good site documenting the two ancient 2-2-2 locomotives lost off the coast of New Jersey.

http://www.njscuba.net/sites/wreck_dans_trains.html

And this one on a WWII wreck, which apparently had two locomotives, probably USATC 2-8-0s bound for Europe.

http://njscuba.net/sites/wreck_arundo.html