I'll start this off with several useful links to some good tutorials

http://www.worldoftrainz-downloads.com/~garyp/ this is a good site if your just starting our with Gmax. Start with the brick Box tutorial and work your way through. You will soon learn the basics from these.

http://www.worldoftrainz.com/Pages/Tutorials.htm#TRS2006 Phils C website. this has some really good tutorials form Building a loco creating animation and creating textures.

http://www.trainzobjectz.co.uk/ This is Tafweb's site this has tutorials for making Buildings and also making trees. Plus loads of of other useful stuff including Trainz Objectz

http://www.ianztrainz.com.au/tutorial.htm Ianz Trainz, Here you will learn how to make tranparent windows. Modeling Vehicles and back drops, and making Art files.

http://www.cowboystrainzstation.com/gmax_tutorials.htm The Cowboy here you'll learn how to make Figures

http://www.44090digitalmodels.co.uk/ Paul Hobbs have some very useful tutorials From setting up Gmax, Using Chillyskinner and creating your first steam loco

Here is a useful website its a Gmax Forum http://www.planettime.de/sites/gmax//main.php

Volker Loco Tutorial http://www.vmbollig.de/msts/tut_en/index.html This one is for making a loco for MSTS but its still a useful tutorial and there is no reason why you cant export the model into trainz

I put this post in the 3DS max and Gmax section aswell.
There are several 3Ds max and Gmax tutorial videos on You tube

3Ds max http://uk.youtube.com/results?search_qu ... rch=Search quite a few

Gmax http://uk.youtube.com/results?search_qu ... rch=Search but you will have to pick them out for gmax

My own website has 3 tutorials.

Lesto Route Works

One for adding twinkles steam effects

A tutorial for creating diagramatic plane in Gmax

And finaly a tutorial for TRS2004 on how to add fix tender engines so they run-around (Link).

Rob