According to the Northwest Railway Museum in Snoqualmie who owned the train car from the series via email:

After much research with long-time members and volunteers the truth comes out. The Northwest Railway Museum had two cars that were almost identical in appearance, one was used the other was "almost identical" to the actual car {emphasis on Almost}. The writer of this research paper was not in the area when the program was being filmed. But after asking and talking with long-time members we learn that the Twin Peaks film crew used Spokane Portland and Seattle car #273, a combination passenger-baggage car.

The 273 was de-accessed and sent to a railroad museum in Astoria, Oregon.

The combination car on the train, SP&S #272 is described as "almost identical" to the car used for the exterior shots. Because of space constraints the interior scenes were shot on a sound stage and not in the actual car.

The short answer is: The Snoqualmie Valley Railroad does have and use a car that is almost identical to the one used in the filming. The two cars are as similar as to original manufacturer (Barney & Smith Car Co of Dayton Ohio), age (Built about 1915), configuration (originally built as a passenger car, in the late 1940s - early 1950 SP&S converted it -them- to combination baggage & passenger), ownership (first the Spokane, Portland and Seattle Railroad, then the Northwest Railway Museum).

Two years later...I got the same letter from the Northwest Railway Museum. They are right, in some respects, but the car that everyone is looking for is not in Astoria.

The car shown in the TP pilot in 1989...

And the same car from the final scenes in FWWM in 1992...

This is the same car as shown in the pilot, the window next to the door had been boarded up sometime between. This car is a Spokane, Portland & Seattle Ry coach. By watching the pilot, you can see the whole car end to end and see that the windows go all the way from end to end. Notice also the rounded trim above each pair of windows.

Of course everyone is familiar with these pictures. I had heard that the car was in a museum in Astoria, so I didn't bother taking any pictures of the three cars in Snoqualmie that look like this one (cleaned and restored) and headed to Astoria to see the infamous car. It's not there, well, they have an SP&S baggage/coach from the same era, and it is the car that Laura was killed in, but it's not the car above.

The car in Astoria...

The last picture is the door Ronette fell out of. Notice the difference in the cars from the Pilot and FWWM to this one. Windows only go part the way down, no rounded moulding above windows and the reddish trim running the length of the car just under the window line. This is the SP&S #273 that the museum mentions, and can only be seen in the sequence when Mike is trying to get in and Ronette falls out. I lightened the following pics to see the detail better...

So, it is true, Astoria does have the car in which Laura was killed, they purchased it in 2000, but it is not the car that is shown in the TP pilot or even in FWWM when Leland takes the girls into the car (second photo from top with boarded up window). That car is apparently still in Snoqualmie, cleaned up and on display. I find no other evidence that anyone else had purchased an SP&S car from Snoqualmie since 1992.

If anyone has an inkling about the car from the top two photo, and where it may be, if not in Snoqualmie, I would love to know :)

falling through space