The Nevada State Railroad Museum

Of the 65 locomotives and cars in the collection, 40 were built before 1900

In Carson City Nevada

http://museums.nevadaculture.org/index.php?option=com_content&id=412&Itemid=440

While you're there, head over to Virginia City, and see the Nevada State Fireman's Museum http://www.comstockfiremuseum.com/

http://www.visitvirginiacitynv.com/attractions/virginia-city-museums/list-of-museums.html#2