This movie follows two Irish youngsters from very different backgrounds who head to America for a better life and find themselves at the Oklahoma Land Rush. The film stars Tom Cruise and Nicole Kidman and was directed by Ron Howard.

When he first arrives in Boston, Joseph (Cruise) finds work as a bare-knuckle boxer at an underground gambling den run by Kelly (Colm Meaney). These scenes were filmed inside the passenger depot of the old Northern Pacific depot at 2310 Montana Avenue in Billings, Montana. 

Later in the film, we find Joseph working as a track layer for the AT&SF Railroad, with a steam engine creating some nice background ambience. This is Great Western Railway #75, which was likely hauled to Montana for filming. 

We get a couple nice nighttime traveling shots as the work train makes its way west, until Joseph decides to bail when it stops for water (despite there being no water tower in sight).