Carey you probably already know this. But to engage that worm, you don't want a straight-cut "spur gear." You want a worm wheel whose teeth are angled, or even dished to match the worm. You can see a good example in the sixth photo of the first auction Dennis linked above.
In the absence of other alternatives, you might be able to use the worm and worm wheel from a Lionel 700E (or the later 773) which were produced in large numbers and are still available from Lionel parts dealers.
This gearset is contemporary with locos in your collection. The worm wheel has 36 teeth. Around 1939 Lionel changed from a three-lead worm to a two-lead worm, and the resulting gear ratio of 18:1 gave the Hudson better performance at slow speeds (although 18:1 is still tall compared to road locos from Hines, Lobaugh, etc.) The two-threaded worm had a large enough lead angle that on a well-broken in mechanism, the wheels can turn the motor!
The Lionel worm wheel is at least one inch in diameter. This creates a lot of pull-in torque for smooth starts, because the radius of the worm wheel is the lever arm for the worm. However, a worm wheel of this size is hard to camouflage; the gearbox will be equally large. And of course it can't be used on a very small-drivered loco like a USRA switcher or it might drag and strike on turnouts and level crossings.
