Video Rails has an excellent 3-volume set of Southern Pacific steam covering operations in California, from the Sierra Nevada to the Coast Line to the Valley lines. There's all kinds of SP steam, including some great footage of cab-forwards and GS Daylight locos.
And if you're a lover of BIG steam, you can't get much bigger than one called "DM&IR Yellowstones--Giants of Steam" put out by Greg Scholl Video productions. Wonderful tracking shots of these behemoths pulling long ore trains. I was amazed at how these giants could really PULL OUT with a huge, long train. Very impressive. The video is a too-short 30 minutes long, but worth every minute, IMO.
Tom