How can I detect clicks/ticks in a wav file? I have a long recording of a train (here is a small sample) there are a number of clicks as the wheels go over joins in the tracks. I would like to detect the location of these. 

Looking at the waveform:


There appear to be 8-10 clicks. Some are close together.

I can see that they appear as regions of sustained high amplitude. Is there a filter I could cross-correlate this with that would pick them out or is there another better method?
Use an onset detector - a classic method is described in Duxbury's paper "A combined phase and amplitude based approach to onset detection for audio segmentation". If you want a ready to use solution, you can use Sonic Visualizer / Sonic annotator, which can export onset positions as a text file.

It works well for your example, with only one false positive - which could be easily discarded by adding an additional threshold on the onset detection detection function (second curve) value.