In the 1950s, LeTourneau Inc. developed several overland trains, essentially oversized semi-trailer trucks that could travel over almost any terrain. Their intention was to be able to handle logistics needs without being dependent on local road or rail systems, allowing them to operate in back-country areas. The US Army had three experimental units built, the largest reaching almost 600 feet (183 m) long, which holds the record for the longest off-road vehicle. Road trains are in use in certain roles today, but the US Army examples and a few derivatives appear to be the only off-road examples built.
Why? Rail is already present most places and more efficient. Australia has road trains like this, but they're used to get to remote places in the outback where there isn't rail.