I noticed twice that after a stop, the vacuum brakes refuse to release. Not exactly sure about the conditions, but it may be triggered by: - Vacuum brake fully applied - Reversing driving direction There is a workaround: if you save the game, go to the main menu and then resume the game, the brakes will release perfectly well.
Turning off the locomotive with the key and turning it on helped it. You must not get up from the driver's seat when the pedal is on. Otherwise the brakes will lock.