This fell victim to my move last year. I decided to sell it as the only time the train had been out of their boxes since 1980 was for these photo's in 2015:
The NMRA Headquarters Express was a fundraiser for building their own facility in Chattanooga. The headquarters building wound up being sold to the TVRM in 2013 as the NMRA changed priorities.
There was also a model made of the Headquarters:
The set and building was also available in N Scale.
Rusty