As Sheldon said on the The Big Bang Theory "You spend the night in the Caboose! But it has no bathroom, or you can spend the night in the Bunkhouse but it's not a caboose!" Yes it is true, you can spent the night at the museum in the middle of the railyard.
Here is a video about the Nevada Northern Railway overnight accommodations. Book now at http://www.nnry.com/pages/lodging.php