While looking through the Baldwin records, Ifound two interesting entries:
260 15½x20-46 0-8-0 6.1846 Philadelphia & Reading RR, RIO GRANDE
295 13½x18-42 0-6-0 4.1847 South Carolina [Canal & RR Co.], RIO GRANDE
These two railroads were quite optomistic about geting to the Rio Grande unless Pennsylvania or South Carolina have something named Rio Grande.
DvV