A somewhat decentralized museum with exhibits set up in a corner of the Southeastern Colorado Heritage Center, an old freight warehouse opposite Union Station. It also owns vintage railcars and engines on the tracks behind the old Union Depot.
The museum's most prized exhibit is a Sante Fe 2912, one of the few remaining of the largest 4-8-4 'Northern'-type steam locomotives. Built in 1944 it made the run from La Junta and Pueblo to Los Angeles.