You should acquaint yourself with the concept and particulars of "Eminent Domain" the "The right of a government or its agent to expropriate private property for public use, with payment of compensation".

Just the cost of acquiring right-of-ways would be astronomical, then building and operating costs would dwarf the acquisition costs! It would be less expensive to pay all the Euro-Wannabes to emmigrate to the country of their favorite train system than to build what they want here.