This John Ford-directed western tells the true story of the Cheyenne's journey from reservation land in the southwest back to their ancestral homeland in the north. 

Midway through the film as it takes a detour from the plot to visit Wyatt Earp (James Stewart) in Dodge City, we see a steam train driving right down the main street in town. This is the Eureka & Palisades #4 "Eureka" on Midwest Street on the Warner Bros Burbank backlot. WB bought the locomotive in 1939 and it made a handful of movie appearances before being sold off in the late 1970s. 

In 1986, this engine was saved by Dan Markoff who meticulously restored it to it's former glory. It resides at his private residence near Las Vegas and occasionally runs for special evens such as the Great Western Steam Up in Carson City (pictured above in 2021). 

Later in the film we see the Cheyenne scouting ahead for a route north where they run into the Transcontinental Railroad line with a small freight train going by. I haven't been able to find any info on this train, but the tender looks comically oversized for the engine. As we see them sneak under a trestle with a passenger train overhead it appears to be a composite with a miniature (at least by my eyes).