The first scenes show the self-propelled steam Rotary of the Bernina line of the Swiss Rhaetian Railways. As this line was electrified from the beginning, they had no steam locomotives to push a "simple" Rotary, so it had to be self-propelled. However, in more modern times, they are using an electro-diesel to help pushing, and save steam for the snowblowing. This video is quite recent (probably taken in 2015), and the Rotary is kept operational. It is rarely used, as the new snowblowers (as shown in [
www.youtube.com] ) are said to be superior even in avalanches with trees in it.
The next scene shows a train of the Bernina line arriving in Ospizio Bernina.
The following scenes show, as Ernest Robl stated, a Beilhack snowblower. I think that this is in Italy, but may be wrong.
The last scenes, including the wolf chase are definitely taken in Italy.