Apparently 4-8-4 #5040 was given a red boiler for the 1933/34 Century of Progress Exhibition in Chicago. It was short lived and she resumed engine black livery thereafter.
Two M50a 4-8-2's (#'s 4047/oil burning and 4055/coal) received red boiler jackets at the time of the locomotives' modernization at the Silvis Shops, 1944-45, and for trains going to a major security conference being conducted in San Francisco in April 1945. It was initially proposed that the two locomotives pull the Golden State, but it appears that never materialized. I would imagine the rapidly dieselizing Rock Island stuck with diesels for their premier passenger trains, as WWII wound down. For the conference trains, the coal burning 4-8-2 operated Chicago-Kansas City and the oil burner picked up the Tucumcari, NM leg. Both were back in locomotive black in a few months.
These were exceedingly handsome locomotives, as were the rock Island's two classes of 4-8-4's - - - Sunset 3rd Rail.......maybe??
"Remember the Rock" (Andover Junction Publications) documented the red locomotives nicely in Vol. 2, No. 3, Fall 2005.