John-
When I was in Strasburg a few years back for the TRAINS convention, they had heat in their cars. I believe that a few (if not all) had coal stoves. Lynn showed me a casting that they had done, that was the top to an entire coal stove assembly. The design was very appropriate for parlor cars, and maybe just a bit fancy for the common coaches.
I believe the cars utilized coal stoves with a very discrete circulation system that ran on significantly less power than HEP. (probably 12 volt) The cars were very comfortable during the cold weather. To heat with coals stoves without circulation lends to the "Its too warm" complaints near the stove and the "it's too cold" away from the stove.
We currently use steam heat on the WVRR. It very easily heats an entire train to a very comfortable temperature evenly throughout the car. The steam is run like hot water baseboard lines along the inside corners of the car (where the window wall meets the floor) The steam is regulated using copper/brass baffles that expand and shut off the steam when the coach is not condensing water from the steam. We easily heat 8 to 10 cars with steam, no electricity needed for the cars. We currently use an old E unit steam generator because we lack operable steam locomotion for the time being. One consideration is the water usage of the heat system from the locomotives in addition to the normal requirment for movement.
Steam heat was the primary method of railway passenger heating until HEP became the standard, which was not so long ago. I believe some Canadian trains still use it, but I may be wrong.
In addition, there is a very "neat" wisps of steam all around the train when the heat is on! But that is just the railfan in me!
Ryan