Don't know if it really happened, but an interesting newspiece:

http://spec.lib.vt.edu/imagebase/norfol ... s1245.jpeg

The John Bull certainly did run under its own power from New York to Chicago in April 1893 for operation at the World's Columbian Exposition.

“The historic John Bull . . . after making the trip from New York to Chicago in somewhat less than a week, the engine itself with its two old-fashioned cars was installed in the yards at the terminal station near the Administration building, thus reproducing the first train drawn by a locomotive in New Jersey, the date being the 12th of November, 1831.”

Hubert Howe Bancroft, The Book of the Fair, Cygne Noir ed. (Chicago, San Francisco: The Bancroft Company, 1893), 558, http://columbus.iit.edu/bookfair/ch18.html#558 (accessed 14 June 2006).