Trainmstr, The 9V cell assembly is shown on the bottom half of this page, Battery Substitutes for MTH Engines .
From that parts list: The mouser.com part # is 78-1N5223B. The Vishay part # is 1N5223B-TR.
(Zener Diodes 2.7 V 0.5W 5%) The Datasheet for 1N5221 to 1N5267 shows specs.