I was always under the impression that the "Midnight Special" was a train. In Leadbelly's song "Midnight Special", he sings:

Let the Midnight Special,
shine her light on me.
Let the Midnight Special,
shine her ever-loving light on me.

Now either the Midnight Special is not a train, or that's a song about getting hit by one; 'cause if it's shining its "ever-loving light" on you, that means you are in front of it and that's a baaaaad place to be. :P