I might have been the recipient of the largest postwar Space-race X set. I think some phone number records might clear it up and my story explains why "Automotive" is the name..it was picked up. We just didn't know who at the plant was going to grab it for us...to give to a other guy, and maybe a third or forth,....to drop it at our VFW.... cause thats how goodwilled, helpful, willing to catch your back, and just downright all-around honest folks used to be... 
Rarer though, is an old smoker.
I found my grandmother's Marx Commodore Vanderbilt set buried in a family carriage house's dirt floor where is sat for 25-45years. Story times it as bought in 36, somewhere between Kingsville Ont. and Detoit, so maybe a Canadian Marx?
It had a CV oil tender, caboose & 8-10 freight cars in the set, Some of the cars were literally rust piles some, 4 total, survived. The motor was saved but the deep rust was too aggressive progressing along the shell, and it needed an acid dip & repaint eventually. But....
The bulb reached perfectly to the opening under the welded headlight visor. You couldn't unscrew it, it wouldn't fit out though the hole. You had to remove the shell to remove the bulb ,..... and if you ever notice, Marx headlamp sockets spin on thier mounts when the bulb bottoms out.... that allowed the bulb's divit to always rotate to be on top ... I thought this was all logical design; a great plan right down to the spinning socket.
It had the plated plated domes/ and stack; riveted tab & slot couplers; copper badging; and a "side divit" smoke bulb and "ram air" housing using the headlight opening as an air scoop.
I ignorantly popped the hot bulb with cool smoke fluid. I never found a record of a bulb like it. The "ductworks" two interlocking halfs turned to rust dust on a shelf; the oil couldn't really save them. The year(s) in "mud" by the thinner metals let rust set too deep along the thin surfaces to do any good.
I bring it up every now & then so folks will keep an eye out, there were many Marx tin, but I've never heard of another Marx with smoke bulb.
If it was a "modification", as has been suggested. I'd guess it was done at a high end store vs a hobby store. Great Gramps wasn't afraid to pay for customizers of any type, but he was"old money"; not a hobby shop type man. It sure didn't show signs of being handcrafted. It's two halves looked die cut and press bent to me...and I've done that kind of work myself.
