The NH FA-1 Alco #0401, along with the U25B #2525 and others recently posted on NERAIL, are all owned by the Railroad Museum of New England. Originally, they were the Connecticut Valley Railroad Association, and were one of the groups influential in starting the VRR back in the late 1960s/early 1970s. CVRA ran 2-8-0 #97 on the New Haven RR during its final years before PC, and wanted a place to run steam regularly. At some point after VRR Day 1, CVRA changed its name/focus to historic preservation, thus acquiring the CVRM moniker. CVRM was influential in saving the last New Haven motive power, such as the aforementioned FA-1, U25B, and also RS-3 #529, plus numerous freight and passenger equipment. They also had a E9 that was painted/numbered as a New York Central unit (this unit was sold, was at Danbury, now is somewhere in C&O land IIRC). At some point in the late 1980s, the name was changed to RMNE. The museum had a yard in Old Saybrook along the VRR, and had a presence in Essex, providing much of the equipment on display, along with a display and souvenir car. On occasion, this equipment was put in operation, mostly during special Railfan Day events, but nothing regular. A few exceptions: coaches 409 and 1102. In the early 90s, the RMNE was looking for a new home, and after some false starts (Danbury and Willimantic, which in turn, created railroad museums themselves), got their hands on the Waterbury-Torrington, CT line. It wasn't until very recently (within the past year or two) when the final pieces of equipment were moved off the VRR. The RMNE now operates the Waterbury-Torrington line as the Naugatuck Railroad. In the ensuing years, they have amassed quite the collection of railroad equipment from throughout New England. There's only one display track in Thomaston, so you won't be able to get up close to the U25B, RS-3, or FA-1. They do have a Boston & Maine SW-1 #1109 which graced the a front display track at Essex at a point in the early 90s. Their train ride does go by their yard/shop, where you may catch a glimpse of said equipment. I believe, as time/man power permits, they plan on getting the aforementioned back on the road.
Now, that was by no means a "tell all" of the early history of the VRR, CVRM, et al, and I'm sure those in the know will correct me if I'm wrong.
Meanwhile, the colors are changing and there's steam daily (plus the East Haddam Swing Bridge Special on weekends) throughout the month of October along the Valley line. Come on down, ride the steam train! And, as always, be safe out there.