Sierra Railway #3 (originally built in 1891) is the engine used for the opening, closing and miscellaneous live shots of Petticoat Junction’s Hooterville Cannonball. Sierra Railway Angels Branch combine #5 is the ‘passenger’ car. I don’t believe the matching passenger car #6 appeared in the series.
As Dave Taylor wrote above, an in-studio mockup of the Colorado engine, along with custom built mockups of the car were used for most of the filming, all done in Hollywood. There were only a few film crew visits (beyond the original filming) made to Jamestown. One of those occasions was when the series was changed from black & white to color, thus requiring re-shooting of the ‘on location’ footage. Also, only a couple of cast members (the engineer & firemen) ever went to Jamestown.
Here is a link to lots of information about the Petticoat Junction train and series:
http://petticoat.topcities.com/hooterville_cannonball.htm
Be sure to follow some of the links that are on that page. There are numerous photos of the Petticoat Junction ‘train,’ with #3 leading combine #5. There are also links to stories and pictures of the recent 100% rebuilding of #3 (completed in 1911), along with recent pix of combine #5 and coach #6 in the Jamestown Roundhouse. I was last inside those cars last year, just before #3 was returned to service. The cars appear serviceable, but are sorely in need of restoration. They are not currently in use.
Happy RRing,
Jerry