Thanks for your reply, Bill. The loco #25 is definitely an Annie - and is clearly marked 25 on each side of the cab. The number plate on the smoke box door sports a 25!! it is definitely not a re-paint and has metal drive/connecting rods and and all of the typical extra piping and metal details (bell, whistle, etc.) that all Annies have. What is very unusual are the factory applied decorations on the top side of the stack and cab roof - definitely not decals, but printed. The tender has metal railings and a working back-up light. I bought the set in a cardboard carton - no paper-work. The loco appears to have not been run very much. The white gon is very different also - sports red trim as well as a red plastic coupler-lift bar. I will try to post pics tomorrow.
Surely someone out there must have heard of the set!! How about it, Mr. Bachmann?
Ed