In around 1988 or 1989, I travelled from Bristol to Westbury in the hope of returning on the 21:45 Weymouth (I think, though it could have been Southampton) - Bristol, which I had heard had failed, hoping for a class 37 or no heat 47 coming back on top of the booked DMU. This was the last train back to Bristol from Westbury at that point. The time came and went with no information and eventually the few waiting passengers dissappeared - presumably having given up. With no sign of the train after an hour, I went to the supervisors office. They advised that road transport had been provided, but if it had, it never got to Westbury. In the end, seeing I was (fairly junior) staff, the supervisor took pity on my plight and arranged for me to join a stone train and travel to Swindon in the leading cab (47377 piloting 56041) via Melksham. I was set down there and eventually picked up by the Paddington to Bristol Newspaper or parcels train (a class 50) and travelled - again in the cab to Temple Meads - arriving sometime after 4 am. Needless to say, I was fairly sleepy the next day...
Regarding 'Milk' trains. I have often heard the term used, even in recent years - especially in London as a colloquial term for any very late train from London out to the suburbs / surrounding towns, sometimes even by non-rail enthusiast. They seem to apply the term to what are bascially just normal passenger trains at times they (or their parents) might associate with the term, rather than trains actually carrying milk...