Hi I did this a couple of times, traveling by plane within Italy. Security guards were more fascinated by the locos seen with the xrays than anything else. Once they asked me to remove them from the trolley and place them on the conveyor belt to see them better.

This said every airport has its own regulations, every country is different from the other, independently of what aviation security rules dictate and certainlly you do not want to start arguing with these people!!!
I speak out of experience doing around 60 / 70 flight a year within Europe. I believe that as long as you keep the number of items to a minimum, 3 or 4, nothing strange should happen. To play it safe put the suitcase in the hold and you will be safe

On the other hand, some years ago I was bringing home a Meccano Spitfire for Miss 18 (when she was ten) and it was nearly confiscated by one idiot who had no idea what Meccano was. Fortunately, the more senior guy, who DID know Meccano) intervened and allowed me to take it on board. Since then everything goes into the baggage hold and I go on board with the absolute minimum in my hands. This was a simple domestic flight!

I moved my train collection from a country to another all with hand baggage, plus I do an average of 100 flights per year all over the world....

Don't worry, just put the train in your hand baggage or, for the sake of simplicity, in a plastic bag and you'll be fine, most likely you'll be asked to check it but... Well, in Milan Linate airport at a certain point I came to be known as "the train guy" :)

The airport security guys comes in all forms and shapes...
Once, I had a set of mid-sized Allen-keys confiscated, while AFTER the security-checkpoint you could order a steak in a restaurant, and keep the steel knife to yourself! Go figure...

Thank you for your answers... I think I'm going to bring with me the most expensive models and cross my fingers.

I carried some I purchased last year in the Netherlands back to the US in my hand luggage and no problems at all, except for one Dutch security agent who wanted to take a peek (in the good way). I bought my old ones back to the US when I went home to Australia a few years ago without any issue either. If you were to travel without the original packaging that would certainly remove any potential "commercial goods" problems you might encounter, but I had original packaging last time and didn't seem to be an issue at all.