To clarify /u/Mammoth-Mud-9609 ‘s response, the wheels narrow on the outer side, and both wheels and the axle rotate the same speed.
So, if a train has shifted to the right on the track, the narrow part of the left wheels are on the track while the wider part of the right wheels are on the track. The left wheels will try to make the axle rotate faster, while the right wheels will try to make the axle rotate slower. Suppose the left wheels win, and the axle rotates faster, then the right wheels will move along the track faster than the left wheels, steering the train to the left and back to the center of the track. Any shift left or right will be automatically corrected.
R. P. Feynman discusses this feature in an interview: https://www.youtube.com/watch?v=y7h4OtFDnYE
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