The red car... The plaque reads: "Combine Car, 1904. This car, built to accommodate both passengers and baggage, was built by the American Car & Foundry Co and Began service as Car No. 15 on the Pittsburgh & Lake Erie Railroad. It was sold to the Monongahela Railway in 1916, and as Car No. 163 served as a tool car on a wreck train."
I couldn't find out anything about the Pullman car, but I did find out what happened to the HK Porter Tank engine that used to be at Station Square, it was moved to a park in Sewickley, PA. Sewickley is a nice town south of Pittsburgh along the Ohio River, they also have a preserved Pennsylvania Railroad station! Here is a page about the locomotive:
[link] Note the Andrew Carnegie connection too, "Duquesne Works of US Steel".
[link]-YD