The documentary mentions needing to adapt a whistle, cowcatcher pilot with AAR coupler and headlights to the locomotive, and a knuckle coupler to the rear Pullman.
Given today's climate surrounding excursions, it seems extraordinary that aside from a few segments where the host railroad required the Scotsman be towed, there is no mention of any other quibbles such as wheel tread geometries, braking system or any sort of waivers for the Mark I coaches (buff loads). For the most part, it seems we just let this "oddball" British steam engine and its oddball coaches have the run of the US (and parts of Canada) railroad network.
Granted, it was another era, liabilities were nearly a non-issue and I'm sure that agreements were worked out ahead of time regarding routing and scheduling, it just looks on the surface an awful lot was left to chance, given what we know about modern excursions using vintage equipment. I could only imagine the regulatory hurdles that would challenge the Dwight D Eisenhower (or the Dominion of Canada) should it ever be deemed possible to make either operational.