Don, I assume this is a real Rio Grande steamer since you buy only Milwaukee Road.
Modelers on this forum have gotten so good it can be a challenge figuring out what is prototype and what is scale. Probably the darker stack smoke and the lighter pop off valve steam are the real clue. I guess this location is on the Colorado side and not Arizona or Texas borders. Texas is too flat that direction. But Arizona is a close second, but narrow gauge into Colorado makes more sense given the mining activity.
Jeff