They've run both ways. You see clockwise more often than not because it puts the engineer on the inside of the circle (when can you shovel coal if you're watching the rails the entire time?), and as well the wind typically blows towards the east - as such, any cinders raining out while working up hill land on the museum, and not it's neighbors.
491 gets her counter clockwise runs in for the Polar Express - few guests to look out for on the inside of the loop, snow / cold to put out cinders... no one really takes videos as it's a private event, hence why you typically only see clockwise footage.
Mark Huber
Hyce on YouTube