The Australian Railway Historical Society (ARHS) was founded in Sydney in 1933 as The Australasian Railway and Locomotive Historical Society. It aims to foster an interest in the railways, and record and preserve many facets of railway operations. Membership now exceeds 2,500, with divisions in every state and the ACT. The Society's name was changed to the present form in 1952.
More information on the Wikipedia page  - there are links to the various states' societies.