I actually contacted the seller. This is what he said: Thanks so much for the information. I bought this at an auction and did not have much information on it. Thanks again!
This was my original message to the seller:
I am an owner of one of these engines. just to help you out with your auction. These items were originally comissioned by Michael Broggie and Michael Campbell of the Carolwood Pacicfic Historical Society. The engines were made to commemorate "The Great Locomotive Chase" starring Fess Parker for the 50th annv of the film. Only 50 of these models were ever produced. There should be a box, a certificate of authenticity, an orange card from hartland loco works for a display case, and an instruction book titled Hartland Loco Works, 4-4-0 Locomotive operation and Warranty. Fess signed only 50 of these. For more information contact Michael Broggie at Carolwood.com He is happy to talk with folks and give you more info on your train. I wish you luck with your auction.
So not stolen!