While no definitive explaination has been found, investigation has found that Kevin and Casey are on the right track. 168 in colorado Springs still has it's set up in the smokebox. It consists of a coil of pipe going back and forth across the top of the smokebox. Indeed it seems to be an "air drier" for air operated appliances. The air came from the main reservoir source in the cab, went out to the smokebox drier, came back into the cab and was distributed to the sanders, air ringer and so forth. A lot of engines had them in 1930's, but they were removed in the 1940's. I think 478 in Durango still has the 2 elbows sticking out of the smokebox.