The Holiday Inn at West Yellowstone has a restored Executive Pullman. This car transported the entourage of Union Pacific president E.H. Harriman on his trip to Yellowstone Park in 1905.

Named for the year it was built, the Oregon Shortline 1903 was constructed for $16, 685 as an executive rail car for the Vice President of the Union Pacific. In reference to E.H. Harriman's Presidential rail car, the Arden, which was built in 1900, some who rode on OSL 1903 said, "We out bested Old E.H. on this trip". The charm of the wooden exterior and interior construction was typical of that period. It was retrofitted in 1915 and was renamed OSL 150 at the time.

In 1935, the car was given as a retirement gift to E.C. Manson. He sat it on a stone foundation next to the forest, just 3 blocks west of here. Various owners used it as a summer home, maintained it's luxurious interior, but forgot it's historical significance until its real identity was revealed when photos were discovered in the Smithsonian Institute of the completed car in front of the Pullman Factory, the other an interior shot with the original furniture.

 In 1995, this museum-quality rail car was relocated, and the Holiday Inn was built around it.

at West Yellowstone there is an amazing collection of former UP buildings: A spacious stone depot https://justacarguy.blogspot.com/2019/01/the-union-pacifics-stations-are.html  and the dining hall that houses exhibits and describes the UP’s role in developing the park; a baggage building; and a water tower.

 There is still a single track in front of the depot – the last one from a substantial yard that once existed.  But surpisingly, the last passenger car on this track is an exhibit car from the Montana Centennial train, a former B and O baggage car that had first been made into a display car in 1963 for the West Virginia centennial exhibit train.

But inside The Branch Restaurant and Bar at the Holiday Inn, just down the street from the depot is Oregon Short Line No. 1903 (numbered for the year of its construction) displayed in the lobby of the hotel restaurant. It has been beautifully restored, and you can walk through it.

Trivia, Edgar Rice Burroughs was a railroad depot policeman for the OSL  http://www.erbzine.com/mag36/3653.html

and that Union  Pacific Vice President? E. H. Harriman? Half patented the McKeen railroad car window 

The windows had a water catch built into the frame, so as it rained, hailed, snowed, etc., the water would pour into the bottom of the frame of the window and drip out thought a hole in the outside of the frame. They were advertised as “Water-Proof, Dust-Proof, and Wind-Proof.” and they were also advertised as a better window than square windows, not only does it not warp over time, like a square window could, but the round window also lifts up, so all of the glass is out of sight, above your head.

https://mckeencar.com/gallery/history-of-the-mckeen-motor-car/

and in the winter, the shuttle busses have cat tracks

http://www.trailergypsies.com/Montana/West%20Yellowstone%202.htm
http://cs.trains.com/trn/b/staff/archive/2015/08/20/a-trip-out-west-part-3-union-pacific-s-yellowstone-connection.aspx
https://www.visitmt.com/listings/general/museum/oregon-shortline-1903-train-car.html