The second and third locomotives
to pull the Cardinal's Train were steam locomotives. The first was a Pacific type that pulled the train to Buffalo, NY. From there, the third locomotive took over.
Seen here, New York Central (LS&MS) 4899, a K-3b built in 1911, prepares to take the freshly painted, mostly empty train from the Pullman plant in Chicago to Buffalo, NY on the way to pick up the cardinals in New York. This locomotive may have then been spruced up in Buffalo to return to Chicago with the the train -- cardinals on board -- a few days later.