Find all your Z Scale Christmas Train Sets At TrainWorld. Being one of the smallest scales in toy trains, Z Scale trains always are fun with viewers. Best for adults as the small size make these trains delicate. During the holidays, Z Scale Christmas trains running down the tracks are always full of holiday spirit. Our Christmas starter sets from Marklin Z scale Christmas train sets let you set up that excitement at home, giving you everything you need to run your Christmas trains from engines and cars to track and power supplies.