This is a Skywalker Sound effect that was created by Tim Nielsen, and it is not available on the Lucasfilm Sound Effects Library.
Its most notable usage was being used as the chugging sound that emits from the locomotive in the 2004 motion-capture animated Christmas film, The Polar Express.
Before it's usage in The Polar Express, it was first used in the Dolby Digital Train Policy trailer from 1992, as well as being the footstep sound for the Iron Giant in both The Iron Giant, and Ready Player One.
It should be noted that it should not be confused with the thumping element from SKYWALKER, EXPLOSION - DEEP THUMP AND CRACKLE.
The variant that is used for the Iron Giant and the other media it was used in can be found on the Series 8000 Science Fiction Sound Effects Library, under the name FOOTSTEPS - GIANT ROBOTIC FOOTSTEPS, COULD ALSO USE AS AN INDUSTRIAL PRESS, SCI FI, albeit just the same take repeated throughout the track.
Links:
https://soundeffects.fandom.com/wiki/SKYWALKER,_TRAIN_-_POLAR_EXPRESS_CHUGGING/Audio_Samples