Steam locomotives could only travel a fixed distance (limited by locomotive design at the time, which in turn was limited by physical constraints of the track)

Steam locomotives could only travel a fixed distance (limited by locomotive design at the time, which in turn was limited by physical constraints of the track) before running out of water and coal and needing to be turned around. The train would then be detached from one locomotive and passed on to the next one - very much like changing horses in a preindustrial mail dispatch relay. Refueling, refilling water, turning around, and performing needed regular maintenance to keep the locomotive in running order was very difficult without a specially prepared site - the depot. Without depots, you could get a train 80 km down the line, but then you were stuck without the ability to immediately hand the train off to the next locomotive.