The boxcar in question is without a doubt an unrebuilt 3000 class boxcar. The condition of the paint indicates the picture was taken well before the rebuilds of the 1920's. When the cars were rebuilt, little of the original car remained, other than metal hardware, trucks and the number. When they came out of the rebuilding they were lettered in a similar style as they are today, but without a herald behind the door. There were differences in the dimensional data and its location too, but the D&RGW and car number were where they are today.
As you mentioned, 3535 is at the Rio Chama Campground in Chama. I wonder if Russ knows his car is famous.
If indeed 206 was only leased to the NMLCo in 1932-33, I'd say this pic is from somewheres else.