RC2, the parent company of Learning Curve, announced a voluntary recall of Thomas the Tank Engine toys in conjunction with the CPSC. A variety of engines, railway cars, accessories, and destinations from the Thomas & Friends Wooden Railway line are being recalled because of lead content in the paint.
For further information, see the following links:
Not all the engines or vehicles have codes on them. Purely by accident, I found codes on 2 of my son's trains: Skarloey and James (and his tender).
If you hold the train upside down, so that you can read the engine's name, and shine a flashlight on the lower right corner, you'll see a series of numbers and letters. Our trains had 4 numbers, followed by "OWOO" printed in dark gray ink. The codes were barely visible without the flashlight. You might have to tilt the train around a bit, in order to see the codes.
I also happened to have all the original packaging for James and Skarloey, which were both purchased in 2005. Both had codes imprinted on the back, but neither corresponded to the codes on the trains themselves.
DS also has the Sodor Line Caboose, and the Yellow & Green Boxcar, but neither one had codes. Those trains were part of the Conductor's Figure 8 set, along with the recalled red stop sign.