I've actually had a great deal of success with the Latest GW "How to build terrain" book
if you can find it on the cheap (it usually MSRP's for $29.99) it's totally worth having!
in addition
i've gone to the local library and pulled up old articles on beginer railroad terrain and have had a great deal of success with the tips thery offer; they's simple and efficient
because Malifaux has a WIDE draw from MANY diffrent generas, like Lobo said, you almost can't go wrong with whatever you try
further, my primary reccomendation, which seems to be the MAIN repeated point from all resources...
build to be STURDY not just pretty
you'll be happier in the long run
there's few things worse than putting hours and $$$ into a project only to find it didin't last through the week at the Game Store while you were gone