This short-lived TV series created by George Lucas follows the early adventures of Indiana Jones (played by Corey Carrier & Sean Patrick Flanery) as he encounters real events from history. Although much of the show takes place in Europe and elsewhere in the world, there are a handful of steam train shots in the USA. 

A quick establishing shot in "Princeton 1916"/"Spring Break Adventure" shows the Bayonne, NJ train station. This was filmed at the Wilmington Railroad Museum in Wilmington, NC. Steam was added to the stationary Atlantic Coast Line #250 (on static display on the museum's tracks) to make it appear operational. 

In the Mexico 1916 segment of "Spring Break Adventure," Indy is swept up in the Mexican Revolution with Pancho Villa, who captures a steam train and uses it to attack a fortified estate held by Mexican soldiers. Almost this entire sequence (any shots featuring the steam engine) were lifted directly from the movie Old Gringo, and feature N de M #1150 on location in Mexico. Today this engine survives at the National Museum of Mexican Railways in Puebla, Mexico. 

In the episode "Princeton 1919"/"Winds of Change," Indy is seen disembarking a train at Princeton, NJ. This was actually the yard at Fillmore & Western RR in Fillmore, CA. The steam engine is Great Western RR #51, also seen in 2003's Seabiscuit and way back in Cat Ballou. Soon after Seabiscuit it was shipped off to Hudson, Colorado for repairs and hasn't been heard of since. The passenger coaches of the Fillmore & Western were used extensively throughout the series for train travel scenes as well. 

Later in this episode, we catch another view of the Princeton station, this time the Wilmington Railroad Museum in Wilmington, NC. Once again we see Atlantic Coast Line #250 out front. 

Opening shots of "Scandal of 1920" features train footage borrowed from the film Biloxi Blues. These shots show the Savannah & Atlanta #750 on the now-defunct New Georgia RR excursion line. Today this engine is on static display at the Southeastern Railway Museum in Duluth, GA.