Like Jerry says if you want an S gauge Royal Blue passenger set you'll have to create your own. Using prewar metal cars makes for easier stripping of the paint as you don't have to worry about harming the plastic found in postwar cars. Add S gauge trucks, lighting and decals and you're all set.
Here's some pics of my fictitiously named "Royal Blue" cars...
The real Royal Blue ran 8 car sets so I made the same. The numbers are accurate even if the names are fake. The "Pullman" designation is whimsy on my part also.
The funny thing is the rattle can blue paint I used was from Walmart and the color name was "Royal Blue"! How's that for accuracy?
Mark