Hello again.  I found the box...surprisingly at Grampas.  It is a Bachmann E-Z Track System Silver Lightning and it says with the NEW E-Z track system.  The UPC code says 22899 00920 Item #00920 and bigger bold numbers 59656.  I went to the Bachmann site and the locomotive looks exactly like an EMD GP-40 except for rear headlight.  Mine is just a little horizontal light unlike the one in the exploded view on the website that has two lights, one above the other.

I bought a train set at Costco (Canada) for a relative in 1994. Now returned to me (but without the box).  E-Z track, CN engine (with CN words, not stripes), red caboose with black top raised nearer to one end, reddish brown box car, brown cattle car, reddish brown hopper car, red gondola car, orange Shell single dome tank car.  Just bought Walthers 2008 catalog but it does not show this engine or caboose.  Trying to find Kadee couplers to fit but conversion in the Walthers doesn't help.  Does anyone know this engine...is it an EMD GP38-2 (or some other one).  Need to know which so I can follow conversion instructions on Bachmann site.  Would like to know name of train set too if possible.  Relatively new to model railroading with just enough knowledge to not be knowledgeable yet.  Thanks in advance.