Don't know where it's taken, but I like the photograph. No doubt that's the finest looking and smoothest running steam locomotive ever to run on the C&T.
Most photographs of that class of locomotive suggest consists seemed to average about 3-6 cars. Baldwin apparently thought increasing the stroke would result in a better locomotive since that was done with later engines built to the same pattern (two of the four 8-18-C/d4 survivors have the enlarged cylinders--12x18 instead of 12x16). I have my doubts, though. Eureka seems plenty willing to slip on videos even with its shorter stroke and reduced boiler pressure.
One of the D&RG 4-4-0's,#26 "Rio Bravo," was delivered with a broadly similar appearance--Lake & Gold with brass trim and wood-finish cab (albeit being slightly smaller and a coal burner). For all I know, this may be it since there were only six class 38 locomotives and I can't make out the cab lettering:
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digital.denverlibrary.org]