It may be difficult to find a set breakup for the grain train, and even if someone broke it up, they would probably sell off the cars separately, so they would go their separate ways. However, the same cars (maybe different numbers) were available by separate sale, and these will show up from time to time. An option is to buy the entire set, which can be found, but it's overpriced, IMHO.
I have all these cars (not the Grain Train ones), and acquired them separately. Keep checking the Bay. Sometimes it can take some patience, but these cars won't be as hard to find as many things because there would have been a fair number of each of them made. Note there are 3 (I think) different blue Alberta cars; they are the same except for different city names in the yellow lettering, Edmonton, Medicine Bow, and Banff.