Will, I wish you luck in finding footage of funeral train other than the few snippets appearing on the web. All I've ever seen were shots of the train departing Warm Springs and backing into Union Station Washington. There is footage taken from the moving train of the trackside crowds and revealing lineside locomotives you noted. That footage was most likely taken in either Georgia or South Carolina. I visited the FDR Library in Hyde Park NY many years ago, but they told me they had no video or motion picture footage in their archive. I would recommend the National Archives, Smithsonian or the Library of Congress as they might have something that's not available anywhere else.
Some book sources:
When FDR Died, by Bernard Asbell. Most accounts of the funeral used by other FDR biographers draw from this book.
The President Travels by Train, by Bob Withers
FDR's Funeral Train, by Robert Clary
As far as engines used:
PS-2s 1262/1337 Warm Springs - Atlanta
PS-4s 1409/1394 Atlanta - Greenville
1401/1385 Greenville - Salisbury (1401 w/American Flag from Spencer Shop)
1400/1367 Salisbury - Monroe
1366/1406 Monroe - Washington
Note: the train used both the lowest and highest numbered Ps-4s 1366 and 1409. As far as published photos from various books, there is a shot of the 1262 leadings the train entering Terminal Station in Atlanta flanked by the honor guard of soldiers. There are aerials shot near Clemson and Greenville SC by an Army Air Force plane, a photo of the 1401 outside the Spencer roundhouse with the flag attached, and an amateur photo of the train climbing Fairfax Hill in Virginia with the 1366 and 1406.
In the 1970s mini-series "Eleanor and Franklin", the funeral train is included in the second installment which covered FDRs White House years with 2-8-2 4501 playing the role of the 1262 in scenes departing Warm Springs and in GA, and as 1409 during the night of April 13, 1945.
Best wishes with your search. If you find something "new", please let us know.
Curtis Brookshire, Pine Level NC
