The International Steam Pages
Static Preserved Steam in West Malaysia
Latest additions (3rd April 2013 2013) are Michael Pass's pictures at Pekan and Port Dickson.
For active preserved steam in Malaysia, you have to go to Sabah where the a tourist service operated for some years and will presumably be re-instated when the current prolonged rebuilding of the railway is completed - at the time of writing (May 2009) it is literally running years late. See the North Borneo Railway website for the latest information, www.northborneorailway.com.my.
Tim Light has posted a list of known preserved locomotives here on http://www.timlightnostalgia.co.uk/KTM/Preservation.html - link dead by 24th March 2016, however positive information on several entries is sadly lacking. So please email me with any additions and corrections for me to post here and forward to Tim, similarly, if you have original pictures to upload here.
The longest preserved locomotives are those outside the national museum in Kuala Lumpur, 321.01 and 531.01, these are Chris Grimes' pictures from 2009:
Chris also notes that ex-USATC ‘Plymouth’ Gas-Mechanical 5054/45 is situated on the island platform of the old station and there is also a museum of small exhibits and photographs in the former booking hall.
Appropriately named 564.34 'Pekan' is at the Sultan of Pahang's palace in Pekan (or rather nearby at the Polo Grounds). However, I am not at all sure that this is really that loco. Mike Pass's photographs show that its plates are non-prototypical and for that reason they have no validity in assigning an identity. For more pictures, see http://turbinemanlog.blogspot.co.uk/2012/03/old-trains-of-malaya-part-2.html. Most likely it is actually 564.33.
There are a number of 'heritage diesels' reported by Tim again on http://www.timlightnostalgia.co.uk/KTM/Preservation.html - link dead by 24th March 2016.
One of the Hitachi diesels from the Bukit Besi industrial line is preserved at Terengganu Museum - http://turbinemanlog.blogspot.co.uk/search/label/Old%20Trains%20of%20Malaya.