The engine is a Con-Cor NYC Hudson (Specifically the later Rail Baron release) It's an old model (Like 70s-90s old) so it's not as detailed as newer engines but it still runs well after I cleaned the motor out. They tend to go for $100-$200 on ebay depending on the variations of road and type (Non-streamlined ones are way more common than the streamlined/shovelnose variants) and aren't DCC compatible out of the box, but they're the only N-scale hudson on the market at the moment so it's either that or nothing. I got mine off ebay a few months ago for ~$120, but it was missing a plastic drive rod (Still runs fine though, but it just looks off)
The coaches on the other hand are Micro-Trains heavyweight pullmans, way more recent in comparison (Like in the last 2-3 years or so). They cost me like $20-$25 per car and look nice, and the roofs are removable so if you want to add lighting later it's not too hard to do so. I'm still on the hunt for a matching observation coach for the end, but it doesn't seem to pop up on ebay all that often, gonna try hunting one down when I go to the Greenberg show in a few months.