World's Simplest Steam Engine

It's not a thermosyphon - if you've made one you'd see that it isn't. The flow isn't unidirectional.

The water is raised to boiling at which point it flashes to steam and ejects a spurt of water down the pipe and out. This provides the impulse to drive the machine forwards. Because of inertia the water always overshoots a bit and is then sucked back into the heated area, rapidly cooling it so the steam condenses and we're back to the beginning of the cycle again.
At first sight it may appear that this will produce no net thrust but since the jet being expelled tends to go all in one direction wheras the water being sucked back in will tend to come from all around the inlet there's an imbalance leading to an overall thrust.
Provided you can arrange a way to fill then chamber these motors will run fine on just one tube.
Simple motors can have just a coil of tube as the heating chamber, posher examples have a diaphragm over the top which pops up (like a food jar lid) with each expansion and flexes down again after. This makes the motor run better and provides a satisfying pop-pop noise. The coiled tube sort are nearly silent.

Is this steam engine or boil engine?

I see lots of fancy names for what this little device is - Stirling, Rankine, fluidyne - but, seriously, it really is just a simple pump that uses thermal syphoning. Heating the water makes it expand, drawing up cold water as the hot water pushes out. It isn't rocket surgery 8-), and overly complicating the explanation certainly wont help those not even smart enough to get one of these little devices to float...

@ Skipweasel

Ah, too true. Of course, pools and indoor bathtubs don't count! ;)

Ali S:- They're very low powered - it'd be OK on a lake on a still evening, but no good on anything with a flow or a breeze.