Howard - don't know about musicians in telly programmes, but a friend used to do time with the Worth Valley steam Railway mentioned the filming done there, from The Railway Children through to more recently.
His comment was that in general film companies tried to get something for nothing, and would offer a listing in the film credits instead of hard cash. The trustees of the railway preservation society always took the line (railway line?) that they were well enough known amongst enthusiasts that they didn't see a credit as particularly useful publicity. Cash, on the other hand would buy coal to fire the engines, materials for refurbishing engines and carriages and so forth.
Perhaps musicians not being listed might mean they are actually being paid for the privelige...

Quack!
Geoff the Duck.