Steve,
That's a photo of one of the engines on the Hemlock Central, Ephraim Shay's own logging railroad in Harbor Springs, Michigan. It was 30" gauge and the three engines were built in his machine shop, not by Lima. That is probably No. 1, named "Baby". I've never seen a color picture of this before! Also, the coal bunker appears to be located in the front of the passenger car. Later photos clearly show a more conventional coal bunker and water tank. The line ran from around 1897 until 1912, when it was dismantled.
Please scan and post them all. Shay fans will be ecstatic!!