Thank you for the opportunity to help you with your question!
Intensive pronouns include words like itself, myself, yourself and himself. They add emphasis to a sentence. in the first sentence, the word itself gives more emphasis to the noun train. Same applies to the second sentence and the fourth sentence. However, the third sentence contains the pronoun himself, which does not qualify to be an intensive pronoun rather it takes the role of a direct object.
He surprised himself by breaking the home run record is therefore the sentence that does not contain an intensive pronoun.
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