These rumors probably started in 1930s at least. Even Rio Grande trainmen (such as Gil Lathrop) manufactured/spread accounts that were "slightly inaccurate" although colorful and the suppositions have flowered ever since. According to the 1920 ICC 308 Forms: 268 received a new cistern in May 1905 and a new tender frame in June 1919. 278s record shows no tender activity. 268 appears to have kept the same tender/cistern until 1948 when changes made for the Chicago RR Fair. 278 had two or three different tenders between 1923 and 1927 - none of which were the one behind it now. Earliest view I have of 278 with the current tender/cistern is 1933 when it was stored.
Dennis