Interesting (and, toward the end, SCARY) U-tube clip!
Supports Denver Dude's speculations, in a way, but also shows what he missed. The "420,000 pound locomotive," as Denver Dude predicted, seems to have stayed on the track, bu the following freight cars...
He thought loaded, 280,000 pound, cars were unlikely to get blown away... but of course freight cars aren't always loaded with high-density freight! (Cars can be blown off tracks -- particularly if the track is in an exposed location -- by winds less intense than tornados.). And once a car of a moving train derails, it can pull the vehicles it is coupled to off the rails as well.
As for the scary bit... in the video, a cut of cars immediately behind the locomotive derailed, falling clear enough of the track for the tail end of the train to roll forward and tai-end the locomotive. And the car leading the rolling part, the car that hit the locomotive at the end of the clip, was a tank car. Thank goodness it wasn't loaded with inflammable/explosive material!