Greetings,There are 4 steam locomotives at the UP facility in Cheyenne, they are as follows:
UP 3985
UP 844
UP 838 (Sister to 844, basically used as parts)
UP 5511 (2-10-2... sure would be nice to see that run)
Then I hear there are two other steam locomotives in the area, but in parks, not the UP facility, they are:
UP 1224 (I believe an 4-6-0 Ten Wheeler)
UP 4004 (A Bigboy)
Hope this is the info you wanted