A version without subtitles is seen on Percy's Ghostly Trick and Other Thomas Stories, although the 1995 Video Treasures VHS release had subtitles in the chorus.
There are three versions of this song:
The first one with footage from the third series.
The second one with footage from the first, second, third and fourth series. This one is known as Thomas' Anthem Grand Finale.
The third one with CGI footage for Thomas' YouTube World Tour.