The Rail Under Road Bridge and Signalbox is a location that has appeared in the opening credits since the first season. It appears to be located on Thomas' Branch Line.
It has also appeared in the Railway Series book Gordon the Big Engine, as well as several episodes of the first season, stock footage in the second season, and a deleted scene from the third season.
The bridge and signalbox in the first season
passing by the bridge and signalbox
approaching the bridge and signalbox
underneath the bridge
A stuffed-up Henry approaching the boys on the Bridge
passing under the bridge
Thomas passing the signalbox in a deleted scene from the third season