- Stephen is one of the earliest engines ever built. He's based on the famous steam locomotive Stephenson's Rocket. He's nicknamed The Rocket. He was introduced in the 2013 special, King of the Railway .
The following list only applies to products with the name "Stephen" or a set that comes with "Stephen". Few exceptions apply such as special models.
- Stephen and the Treasure
- Stephen the Original Steamie
- Stephen's Sticky Delivery
- Talking Stephen
- Stephen's Funnel is too Short
- The prototype rusty Stephen had Dash's cab and bunker, a tall funnel, and a silver driving wheel
- Stephen's rusty model depicts him with a tender, despite him not having one prior to his restoration.