I obtained a 90078 "Plainsman" set, apparently NOS from long storage. It just needed some lubrication, but I couldn't get the sound to work. After following the troubleshooting from earlier posts, I discovered the problem. The contacts that sit under the battery weren't touching the battery (Duh). Anyway, I took a pair of forceps and bent them up a little. Voila! Chuffing away just fine.
More experienced engineers probably will think I'm kind of a dope for even posting this, but I hope it saves another crewman from some frustration with this entertaining feature.

This locomotive appears to have the 5th generation chassis, and it's obviously heavier than earlier versions. The tender seems to be the same except for some minor detailing and the volume dial underneath.