Of intrest, to historians and modelers alike, I recently uncovered the fact that the Uintah Railways, Baldwin locomotives were all done in Olive Green paint with "Aluminum" trim and lettering. As for the Shays thats still a mystery.
If you want to know more, get ahold of the work orders from some of the engines, then contact the Stanford University Special Collections Library aka. the Green Library. On the work order will be a "Finish" note, such as "C3" The Green Libray has a color copy of the Baldwin Color Book for Locomotive finishes. They could give much more detail than just "Olive Green with Aluminum."
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BTW, the "Aluminum" refers to aluminum leafing which would have been used for stripes and lettering on the cab, tender, cylinders, domes, etc. This would have been an exceptionally pure aluminum too. I have a roll of the stuff swiped from the Southern Pacific shops in Sacramento at the end of steam. This stuff is much brighter/more reflective than white paint, easier to read at a distance, lasts longer, but requires a bit more labor to apply.