I think about a book I found in Texas at a thrift store. Poor's 1925 Railroad Section [1] is a thick book containing details about every (?) railroad in the US such as miles of track, tons hauled, revenue, recent mergers, etc.
I'm not sure whether there is digitized data for railroad performance from the era, but it seemed like it'd be a neat dataset to assemble and research.
For those that have never heard of that game, please enjoy:
https://www.youtube.com/watch?v=neWZVhmSFJs