I am really digging that American Models set. I didn't realize (being into O and not S) that there were fixed pilot models available in S.. I am going to have to look closer into S scale now..
Both American Models and the former SHS had "fixed pilots." The E's and SHS F's have a removable insert in the pilot for the Flyer-compatible coupler.
AM's SD60's, FM's, U25B's, PA's, FA's and FP7's have a slot for the Flyer compatible coupler. SHS SW's, AM's S12's, GP9 and GP35's have a regular opening for couplers.