Why does English use definite articles before certain proper nouns, such as the names of ships?

Over on English Language Learners, a non-native speaker asked a question about adding "the" before movie titles.

I wanted to tell him or her that the rule in English is not to add a definite article before a proper noun, but to keep the article if it's part of the title, so you would have, for instance:

I went to see The Big Sleep.

but

I went to see Sleepless in Seattle.

But it occurred to me that there is an exception to this rule: boats, trains, and other means of transportation. My question is, why is it idiomatic to say:

Tomorrow morning we set sail on the Titanic.

or

The murder took place on the Orient Express.

when we would never use an article in that context with the name of a person, a city, or a country? Are there other categories of proper nouns that take definite articles, and if so, what if anything is the rule?