However, setting up several trains transporting wood from several forests to a single lumber mill can be very profitable. Paper and then goods are profitable later in the game, but only if the lumber mill receives enough wood. The best bet is to ship coal to power stations. Coal mines spit out quite a bit of coal, making them lucrative early in the game. Passenger lines aren't profitable early, but later in the game when the towns start growing they can be most profitable.
Oil is also very lucrative.
Unlike in the temperate climate, oil wells in the arctic often increase production. Wheat, livestock, and gold are also nice. The tropical climate covers both dense rainforests and sparse deserts. The deserts provide for a flat place to build lots of straight train lines. The rainforests are expensive to cut down, but by building Sawmills you can cut down trees and turn a profit.