The engine and train is "The Coronation Scot" sent over by Great Britain. It did not haul visitors to the Fair, but was on static display.
The locomotive of the English Train, The Coronation Scot, a Pacific engine of London, Midland & Scottish Railroad, is on the track from the L.I.R.R. (Sept. 8, 1940).
From Bob Gwynne: Nat'l Railway Museum. (Great Britain)
In Jan. 1939, 6229 the 'Duchess of Hamilton' swapped identities with 6220 'Coronation' and was shipped to America with a brand new train, to take part in the New York World's Fair. It landed in Baltimore and then took part in a 3,121 mile publicity tour to New York arriving on the 14th April. En route Driver Fred Bishop got pneumonia and was hospitalized, hence RA Riddles (later British Railway's Chief Mechanical Engineer – the designer of 'Evening Star' and the other BR 'Standards' ) fired, whilst Fireman John Carswell acted as driver. (The US media made much of a senior railroad executive prepared to be so 'hands-on'). At the New York World's Fair (30th April – 30th Oct.) it is claimed that 2 million people visited the train.
Whilst the engine returned to the UK in 1942 the train that accompanied 6220 to the World's Fair was used after it closed in 1940 by Officers of the US Military Quartermaster Corps at Jeffersonville, Indiana and did not return until after the war.