Trevor,
You pretty well answered your own question. The 4-4-0's were retired off the D&RG early because they were not very well suited to the heavy grades on much of the railroad. A coach or two would be about it on the 4% grades. However, I easily found a number of photos of these locomotives in service on the D&RG, and also on the Burnham dead line awaiting sale or scrapping.
Check LeMassena's *Rio Grande to the Pacific, * pp. 19, 21, 23, 31, 32, 42, 45 (this is the well-known W. H. Jackson view from the bottom of the Animas Canyon - the road loco is a 4-4-0), and 46.
More obviously, check out Colorado Rail Annual No. 24, *A Ticket to Ride the Narrow Gauge,* pp. 28, 30, 39, 41, 60, 65, 66, and 72.
There are a lot of other images out there.
Happy Researching!
Charlie Mutschler
-30-