Eureka (right near St. Louis) is of course, Six Flags Over St. Louis, which runs one of the nicer 3ft Crown steamers built. Apparently can haul 6 cars up a 4 percent grade! I have no idea if their season has ended.
The Wabash Frisco & Pacific, though not 'big' trains, is a very impressive 12" gauge steam railroad with many live steam locomotives (many will remember the Casa de Fruta 12" engine in Hollister, CA...or know of Frank Catanzariti's 12" in Arizona...both of which are there, among other neat things).
If you go to the Museum of Transportation...well...not much narrow gauge there except the 16" MT&RC G-16 gas streamliner running outside! It IS home to the only other surviving Southern Pacific 4-8-4, besides 4449 (a GS-6). One of the last to run, too.
-Ed Kelley