I apologize for bumping this decade old thread, but I have something to say in regards to the steam engine that appeared in some of the John Wayne movies, like Rio Lobo & The Train Robbers.
I have found out that the engine in question is actually Nacionales de Mexico No. 650, a class E-1 2-6-0 "Mogul" type steam locomotive that was built by the Baldwin Locomotive Works in 1889 for The Ferrocarriles Nacionales de Mexico - or Mexican National Railways.
Took me a long time to find out about all of this.