Twenty-nine 999 calls were made to report the fires on grass verges along the A19 from Thormanby towards Thirsk and the A168 from Thirsk to Northallerton from 10am on Friday morning, and North Yorkshire Fire and Rescue Service put out an appeal for sightings of the steam-powered vehicle.
Hot coals or cinders from its engine were believed to have ignited the grass verges. It was thought to have headed onto the A167 out of Northallerton but by 2pm had still not been located.
The vehicle is likely to have been a 'showman's' engine once used in circuses and fairs, and could have been travelling to a steam rally event at Chester-le-Street in County Durham planned for this weekend.
North Yorkshire Fire and Rescue Service said: "We received a call at around 10:15am to reports of a traction engine travelling up the A19 from Thormanby toward Thirsk and then the A168 from Thirsk to Northallerton and setting fire to the grass verges along the way.
"Crews from Northallerton, Thirsk and Boroughbridge attended and put out numerous seats of fire.
"Crews use hose reel jets and beaters to put out the fires to numerous stretches of grass.
"The cause is believed to be hot coals from the traction engine being spat/thrown out onto the grass.
"Our control room received 29 repeat calls about this incident."