The steam locomotive… I have some ideas of places to look, and will get back to you if I find something relevant.
As for the diesels…
In this case, George Elwood's marvellous "Fallen Flags" rail image site is your friend! One of the documents reproduced there is a 1989 Conrail locomotive diagram book, with basic data on all CR's classes of locomotive. Minimum curvature requirement is one of the facts the mechanical department had a space for on their forms.
For the SD-40-2, minimum curve is 193 feet radius (= 30 degree curve). This, however, is only for moving the locomotive around in a yard or engine terminal: it applies only to a single locomotive, operating alone. Couple it to a car, or lash it up with another unit, and the requirement is 359 feet (= 16 degree).
(Possible glitch: Conrail's SD40-2 locomotives were delivered with non-standard trucks: trucks like those on earlier EMD C-C units instead of the HTC truck introduced with the Dash-2 line. This might have some effect on the curvature requirements… but I suspect not a big one compared to the approximate nature of the figures!)
For the GP38-2, it's 140 feet (= 42 degree) as a single unit, 301 feet (= 19 degree) when coupled to another car or locomotive.
The comparable GE models (C30-7, B23-7) are quoted with slightly better characteristics: able to pussyfoot around sharper corners. Though I don't know whether this reflects a real difference or whether it is a matter of GE's engineering staff being willing to tolerate louder flange squealing, and run a higher risk of derailment caused by overturned rail, when they figured out the curve requirements for their locomotives.
I have a feeling that the precise numbers aren't very meaningful. Too much depends on other factors, like the track maintenance standards! At least in the steam era (when long rigid wheelbases were a way of life) to widen the track gauge slightly on curves. It may be that a locomotive that could ooze around a sharp bend on steam-era track would derail if tried on a modern curve of the same radius!