Justin, I think you're right. The C&S narrow gauge didn't last long enough into the era when saving NG equipment really took off. The Alpine Tunnel stretch was no longer running in 1910 (except for the Buena Vista-Hancock/Romley part that lasted to the early 1920s). The Denver-Climax stretch was gone by 1938. The Georgetown Loop was torn out in 1939. The rest of the Clear Creek Line was gone by 1941. The last survivor was the Climax-Leadville line and that only got to 1943.
The Rocky Mountain Railroad Club started, I believe, in 1938 as a pretty small group. Bob Richardson and Carl Helfin didn't start the Iron Horse Museum in Alamosa until 1948.
So, the only reasons we have C&S equipment still around are because it either went to other railroads (mainly RGS, WP&Y), ended up as sheds/cabins, or were acquired for a few displays (Silver Plume, Idaho Springs, Central City). The two big exceptions are DSP&P 191 that went to a logging railroad in Wisconsin and C&S 9 plus 3 cars that Burlington held onto for some fairs until ultimately sending them back to Colorado in 1988 after being leased to the Black Hills Central.