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In the case of the steam engine, a crosshead is essential if the engine is to be double acting - steam is applied to both sides of the cylinder, which requires a seal on both ends of the cylinder.
A piston rod is attached to the piston and links it to the crosshead, which is a large casting sliding in crosshead guides, allowing it only to move in the same direction as the piston travel. The crosshead is also connected to the rotating crank via the connecting rod. In this way, the transverse forces are applied only to the crosshead and its bearings, not to the piston itself.
Internal combustion engines using crossheads make for easier maintenance of the top end of the engine, since the pistons can be easily removed. The piston rod is mounted on the underside of the piston and connected to the crosshead by a single nut.
Large diesel engines (such as those fitted to ships) often are of this pattern; the vast majority of steam engines are also built this way.
Crossheads in a steam locomotive can be mounted either to one guide mounted above the crosshead or to two, one above and one below (called an alligator crosshead since it has two "jaws"). The former was preferred in many modern locomotives.