The Southern Railway was the smallest of the big four railway companies established at the grouping in 1923. The companies which joined up to form the SR were The London, Brighton and South Coast Railway, the London and South Western Railway and Chatham Railway.
The SR stretched from London to all along the south coast to places like Southampton, Bournemouth and Brighton, up until it reached the boundaries of the GWR in Exeter. Very rarely did any SR engines venture north of Swindon or Oxford.
The SR were well known for the passenger services they ran to Southampton called the boat trains or Pullman services with elegant named trains like The Golden Arrow, people could then catch a boat to the Isle of Wight or even France.
The SR also developed the continental & Channel Islands shipping services which had been operated by its constituent railways. After replacing vessels lost on war service, by 1931 the SR fleet comprised 44 ships on cross-channel services & 12 Isle of Wight ferries. In 1930 Parliament rejected the proposal for a Channel Tunnel & the SR embarked, in association with the Nord Railway of France, upon building train ferry ships to carry both wagons & the Night Ferry sleeping car service operated by the International Sleeping Car Company. The Night Ferry & the Golden Arrow partially succeeded in meeting the new airline competition.
Also this railway was the first to use electric on some of its lines and this was in the 1920’s, when steam was still in full flow. R.E.L.Maunsell & O.V.S.Bulleid were the main locomotive designers for the Southern Railway, but Bulleid designed the more powerful express engines, like the Merchant Navy and Canadian Pacific classes. 
The SR was heavily engaged during World War II with armed services traffic (especially during the Dunkirk evacuation & the D-Day landings) & suffered severely from bombing raids from Germany.

Below are some images of Southern Locomotives, click the image to view it full size.