I've used Mother's Mag and Aluminum Polish - available from auto supply stores. I think it works best with the window strips removed, because its easier to polish around the windows, etc. I try to be careful to not get polish on the lettering for fear of removing or damaging the letters/numerals.
The end caps, and especially the end of the observation car, require a lot more elbow grease as the cast aluminum isn't nearly as shiny as the car body to begin with. The next time I plan to try to use a buffing wheel on my bench grinder.
