Minor correction: the P&LE Berkshires, 9400-9406, were built in 1948: last one outshopped in June. Baldwin and Lima finished production of (conventional: Baldwin built a steam-turbine-electric for N&W in 1954) steam locomotives for (domestic: note the Baldwin export order reported in NorthWest's post) customers in 1949. Lima's last (NKP Berkshire 779) was built in May, I think, Baldwin's (C&O 2-6-6-2 mallets 1300-1309) were delivered late in the year (delivery starting in September according to one source), but I assume were built before the Lima engine, which is usually cited as the last built. (Because of strikes in the coal industry, C&O may have asked Baldwin to delay delivery.) The Norfolk and Western and a few other railroads built many of their steam locomotives in their own workshops, and, as Amtrakhogger and NorthWest have pointed out, they continued for a few years more. I think David P. Morgan, the editor of "Trains" magazine, noted that 1953 was the first year since the early 19th C. in which no new steam locomotives were <i>ordered</i> for use on the U.S. railroad network.
The P&LE Berkshires are puzzling: it's not clear why they were ordered (the New York Central, P&LE's corporate parent, had already taken delivery of freight diesels from both EMD and Alco (& maybe Baldwin and FM) in 1947). It's not because they were cheap: in fact, the order was reduced from 10 to 7 because of cost.
NorthWest's "during the steam era" is a nice way of limiting the question and ruling out irrelevant counterexamples. I believe there have been a few full-scale operating replicas of 19th C. steam locomotives built in recent years for museum/tourist railroads, and the Mt. Washington Cog Railroad (not exactly standard gauge, but within an inch or two) built a new steam locomotive in its own shops in, I think, the 1970s!