In "Out of Scale" 1951, Donald Duck got his model train at about the same time I received my first one.
https://www.youtube.com/watch?v=9fj5BU9QTeE

I see I missed the train show.  I don't know why the organizers can't e-mail people who register & who buy products.

 I suspect there is more demand for model Hudsons by hobbyists than there was for real ones by railroads, because more of us are limited to smaller curves in our tracks.  Here in Wisconsin, the Milwaukee Road had both a regular Hudson & a streamlined one.  Then there was the romance of the famous 20th Century Ltd Hudson.

Thanks, Billm10454, I found the hole into which the silver plug fits!  It's great to hear from someone who is so experienced with Rivarossi!
The lubrication inside the shell also worked!  The noise is gone, even at top speed.  I was having flashbacks to when I was a teenager & took my spinning reel apart.  After I reassembled it, it never worked right.  Thanks to all of you who offered advice.

If Bachmann made a 4-6-4, especially with DCC, I'd buy one & not be stuck choosing between inexpensive old DC Rivarossis & new DCC BLIs with sound that are too expensive for my needs.

I removed the shell, opened the worm gear cover & lubricated it.  Now, the locomotive doesn't run at all; even the light doesn't come on.
There is a black wire dangling loose from the shell with a perpendicular silver end; I don't know where that end attaches.  I am trying to attach a photo, but am told that the uploader folder is full.

Thanks, bobwrgt.  I'll try removing the shell & lubricating.  Thanks, JRG1951.  I followed your link & printed diagrams; I had to fill in a few details with my pen, because my printer did not print some of the diagram clearly.  The locomotive makes about as much noise running alone as when pulling several cars.  I don't notice sluggish or jerky running, but it appears that the wheels spin sometimes, not getting sufficient traction.

I have bought 4 Bachmann locomotives, a set of Bachmann Spectrum passenger cars, all new, & a Bachmann EZ Command DCC controller, if that means anything here when I request help on this forum.

Thanks Doneldon & Desertdweller for you suggestions.  The noise increases as the speed increases.  Maybe I can find a diagram on the Rivarossi website.  Maybe there is another website for model train hobbyists that is not tied to one brand.

 I recently bought a used Rivarossi Hudson & a used Rivarossi Hudson Dreyfus to run on my DCC layout using address 00, which is designated for DC locomotives by my Digitrax Zephyr.  The Hudson screeches when I run it faster than low, 2.  The Hudson Dreyfus does not make noise at any speed.  I lubricated both locomotives before running them.  They came with no diagrams.  Might there be a part under the locomotive's shell that needs lubrication?  Is there any other possible cause for the noise?

I purchased the smallest needle nose pliers I could find & at Radio Shack, a forceps for electronics.  The forceps worked & I removed the plug!  Inserting it the other way was not working & the cables were twisted in that position, so I inserted it the same way gently.  Nothing happened on my tracks. I pushed the plug in a bit more & got sparks from near the tether, possibly from the wire that goes from the tender to the wheels. 
 
  At least, I can return the locomotive & tender the way I received them, in their separate compartments.

 Thanks, Hunt.  I e-mailed BLI support yesterday but haven't heard from them.  I'll search the documents at those links.

  I just acquired a BLI Paragon NYC J1e / J1d Hudson on eBay that was rated New in Box, an older model from an estate sale.  I tried it on its default address 03, & it ran but without sound.  I was gratified that it ran my 22" curves without derailing.  I tried it again, pressing the 10 number buttons on my Digitrax controller until I heard it chuff & the whistle blow.  Then, it stopped running; only its lights work.  I tried programing it to another address on a programing track, but my Digitrax could not read its decoder.  I tested the programing track with a BLI diesel, & the Digitrax read its address.  I followed instructions to remove the reset jumper in the tender, put the tender back on the track & turn the power back on, but there were no 3 whistle sounds to signal a factory reset.  I went to BLI's website to post on their forum, but I could not find it.  I'm afraid they don't have it anymore.  I don't know anyone nearby with expertise.

 I tried the advice to oil the wheels & pistons & connect the tender furthest from the 4-8-4 locomotive.  I ran them on track without switches on 22" curves.  The tender was the first to derail.

Thanks for your suggestions, giving me more things to try.  I had earlier been advised to weight the front truck, but that did not help.  I use Walthers Power-loc track.  I must check to see if the 4-8-4 derails at switches.  Bachmann's webstore e-mailed me this advice:

Sorry to hear that you're having a problem with your 484 locomotive, all our 484 locomotives are designed to go around a minimum of 22 inch radius. These are very long locomotives but are designed to go around 22 inches minimum. Make sure the locomotive is lighly lubricated with model railroader lubricant oil only, on the metal valve gear parts that move and where the side rods connected to the crank pins of the locomotive. Turn the locomotive upside down, and place a drop of lubricant on the axles where they enter the chassis behind the wheels. You can slightly push the wheels aside to the left and right and use a needlepoint oiler which comes with your model railroader lubricant. Most have it.

Now also lubricate with one small drop the axles that rotate in the front lead truck. Back and forth. There is also a swivel arm and there is a mount at the front and rear of the arm attached to the lead truck. Also do the same for the trailing truck at the back of the locomotive. This will free and easily allow the axles to move laterally as well as role.

Also make sure that the wires with the plugs have enough play to go left and right. Use the drawbar hole farthest from the back of the locomotive. This will allow the tender to go around 22 inch radius curves.

Please note we cannot lubricate locomotives at the factory in the box otherwise oil would be over everything. The internal parts of the motor and the bearings are all taking care.

  Reference to your question about a 4-6-4 Hudson locomotive. The 484 locomotives were much more common. And there was only five or six railroads that used Hudson 4-6-4 locomotives and were only used on the flatlands and were not designed to pull long trains up steep grades. And they also take the same radius as the larger northern 4-8-4 locomotives which were extremely common throughout North America right to the end of  steam in the 1960s. And many survive today in occasional operation nationwide.

  I am content with the Bachmann SD45s & 2-10-2 DCC locomotives I have.  I don't want to pay for sound to get a 4-6-4, just DCC.  I figured that most would be NY Central.  I like the 20th Century streamliner.  There are a few Hiawatha streamliners, but the last one I saw on eBay sold for almost $200 without sound & I think it was only DC.  I have two BLI locomotives with sound & two Intermountain locos with sound.  I don't understand why the wheels on my 4-8-4 would not all have the same gauge.

 Why are 4-6-4 locomotives so expensive in DCC?  The prices seem to run $300 or more, but the models have sound.  I haven't found any that are DCC without sound.  I bought my Bachmann 4-8-4 new for less than $100.  It derails on my 22" maximum curves, so I think a 4-6-4 would suit me better.  I wonder why Bachmann has none.