I saw this Shay locomotive at the Hesston Steam Museum over the weekend. I had no idea these things existed. Instead of long connecting rods driving the wheels directly, the pistons drive a crankshaft like you might find in a typical internal combustion engine. The crankshaft connects to the drive wheels through driveshafts, universal joints, and a ring and pinion gear system, similar to an automotive rear-end gearset.
Here are some more pictures, including some miniature steam locomotives.
