Not sure if other railways do this but the CPR has downloads for MS TrainSim off their corporate web site. http://www8.cpr.ca/cms/English/General+Public/Train+Downloads/default.htm
They include locomotives, freight cars, passenger cars and the 2006 Holiday Train set. They are considered "official" CPR at this time. Well done CP Rail!
CP has had a download for some time now. The one I downloaded includes Dash 9 type over the Rockies, and Royal Hudson #2816. HOwever, I have not been able to run the steamer in any but the Explore Route configuration. This is a tedious scenario, at best.
I find that MS TS doesn't run very well on my XP PC. The graphics are rather poor, and the chuff rates on the two steamers are wayyyyy out of synch.
Something tells me that Trainz Simulator must have come along much further by now.