I have a couple of articles that my mother in-law clipped from the New Mexican a few years ago. The first lists the bank as Community Bank and the site is near Paseo de Peralta and Guadalupe. I thought when this first came up they were going to incorporate some part of the turntable into the building design. The second discusses a nonprofit venture to move the table to the railroad yard. Included in that article is a name and phone number for the effort. I do not know if this is still going on so I do not want to post his name.
I would guess the state Historic Preservation Division would have more information. They have in the past, required extensive documentation even when a structure is going to be removed or destroyed.
I do have a photo of the site I can email if some one wants it. It is not great but you can see the site.