There are dozens ... this is actually quite common, and outside of the US the rail is usually fully integrated into the airport terminal. In the US this is more of a novelty (perhaps because of the different funding sources for these projects, but the net result is rather inefficient).

Off the top of my head:
US: ATL, JFK, EWR, ORD, SFO, DCA.
non-US: LHR, LGW, MAN, CDG, ZRH, FRA, DUS, MUC, MXP, VIE, SYD, NRT, NGO (actually probably every airport in Japan), HKG. Lots more. What is the point of your question? Also these are a combination of light and heavy rail.