Not sure about m.u. cars on electrified "steam" railroads, but trams (a.k.a. streetcars, a.k.a. trolleys) in Melbourne (Australia) do. Large amounts of sand would accumulate on and beside the tracks at stops: the system used to have a rail-born vacuum cleaner (on the undercarriage of an old 4-wheel tram) to clean this up. (They now use vacuum cleaner trucks: much less picturesque!) Some of the newer, articulated, trams ("Light Rail Vehicles" -- there were at least two types in service when I moved away from Oz, one a French and one a German design, and I don't remember which ones are which) have sandboxes with transparent panels inside the car, so the level of sand in them can be checked easily from within.