These three merged in 1844 to form the Midland Railway . Then , its first Locomotive and Carriage Superintendent Matthew Kirtley decided to organise their works and persuaded that the railway should build their own rolling stock instead of than buying it . When the three merged in 1844 to form the Midland Railway its first Locomotive and Carriage Superintendent Matthew Kirtley set out to organise their activities and persuaded that the railway should build their own rolling stock , rather than buying it in .