Steam isn't inherently clean. Your heat source largely determines how clean or not a method is. Heat engines are inherently inefficient, limited by Carnot's theorem which says the maximum efficiency depends on the temperature difference and the 'hot' side. 'Steam' locomotives were really coal locomotives. They also exhausted the steam, so they consumed both water and fuel.

Diesel engines use a liquid for fuel, so you don't need to shovel a solid coal into a firebox. The modern diesel-electric locomotive uses a diesel engine to turn a generator to make electricity to power motors. This takes advantage of the increased efficiency of a diesel internal combustion engine, and the fact that electric motors can be made more efficient and produce turning force (torque) at zero speed. (Internal combustion engines need to be rotating to produce the torque.) Electric locomotives receive electrical power, so they don't even need to carry their own fuel. If you don't need to accelerate the fuel around, that's even more efficient. Electricity can also be generated in ways that don't involve burning fuel, or with more efficient fuels. Plus for underground stuff you then don't have to worry about exhausting the combustion products or steam.

Really tangential to your original question, but combined cycle uses a gas turbine in tandem with a steam turbine for extra efficiency, so that's one way that electric trains are more efficient.

https://en.wikipedia.org/wiki/Disneyland_Railroad says they use diesel oil in the firebox to make the steam.

You might want to search for things like 'timeline of train technology'. One of the top results was https://www.railway-technology.com/features/featuretracks-in-time-200-years-of-locomotive-technology-4517022/ which looks pretty good.