Thanks Dave, lets stick with passenger trains in the 1920's and the midwest. This train originates at a large metropolitan area departing at such a time to insure early morning arrivals for specific midwest cities. Traveling west at one location on its route it splits into two seperate trains to accomodate some of its intended patrons. For its time this train was given a somewhat unique nickname in the same fashion as some trains being tagged "bankers specials". One of its stops was responsible for this trains nickname, which ironically was tagged on its maiden voyage. Name the railroad, the actual train name, its nickname and the city responsible for the tag.
(First parts are easy, the last two may take some thinking.)