Films:

Breakheart Pass (1975) - GWR #75, several cars. (Filmed on Camas Prairie RR, ID)

Cat Ballou (1965) - GWR #51 & cars. Filmed in Royal Gorge, CO. 

Chaplin (1992) - GWR #51 (at Fillmore & Western) & #75.

Devil's Brigade, The (1968) - GWR #75

Far and Away (1992) - GWR #75

Geronimo: An American Legend (1993) - GWR #75

Heaven's Gate (1980) - GWR #75

Professionals, The (1960) - GWR #75. (Filmed on Eagle Mountain RR, CA)

River Runs Through It, A (1992) - GWR #75, several cars. (Filmed in Montana)

Stay Tuned (1992) - GWR #51

TV Shows:

Centennial (mini-series, 1978-9) - GWR #75

Young Indiana Jones Chronicles, The (1992) - GWR #51 (At Fillmore & Western Ry, CA)

Surviving steam locomotives:

GWR #51  (2-8-0, 1906) - Privately owned, occasional operation at Hudson Terminal RR in Colorado. Overhauled to run at Expo '86 in Vancouver. Operated on excursion runs at Yakima Valley Rail & Steam Museum in WA. Used in film work at Fillmore & Western from 1993-2003. 

GWR #60 (2-8-0, 1937) - Operational at Black River & Western RR in New Jersey. 

GWR #75 (2-8-0, 1907) - Undergoing complete overhaul at Heber Valley RR, Utah. Once owned by Everett Rohrer along with a fleet of cars, who used it specifically for movie work. Bought by Heber Valley RR in 1999. 

GWR #90 (2-10-0, 1924) - Operational at Strasburg RR in Pennsylvania.