Not steam, but one of their pioneer diesel trains, from about 1939. They used these until the Swiss coaches came in the 1960s. Steam continued too, with occasional runs until about 1960 if I recall, with a brief revival of No. 4 in the 1980s. I think they still have one of these silver coaches on the property, but don't know if one of the diesels survived or not.

http://abpr2.railfan.net/abprphoto.cgi? ... 6/m+pp.jpg

Looks like they did keep one, here in 2006:

http://abpr2.railfan.net/abprphoto.cgi? ... ingsCO.jpg

Unlike much of Colorado, the depot, yard and shops of the M&PP appear to have changed little over the years.