I received this reply from Gene thingy yesterday on the Espee Yahoo Group. The Titus County website is an excellent source of local Cotton Belt history.
It was a solid string of twenty 2-10-2 locomotives, being delivered from Baldwin in Eddystone, PA to the Southern Pacific. As I understand it, 1922 was a time of economic recession in the United States. Despite the economic downturn, Southern Pacific ordered a large quantity of fifty 2-10-2s from Baldwin Locomotive Works as part of a general rehabilitation of its freight engine fleet. Soon, Baldwin boss Samuel Vauclain had a lot of SP 2-10-2 accumulating on Baldwin's tracks, ready for delivery. He arranged to send them out all at once, instead of spliced into freight trains a few at a time. He had a keen sense of what the publicity of such a transcontinental move could have on the morale of the nation, and enlisted news media, and politicians as high up as one of Pennsylvania's US Senators, to promote the event. The Prosperity Special, as Vauclain dubbed the train, departed on 22MAY1922 from Eddystone, bound for St. Louis on the Pennsylvania Railroad. It was exchanged to the St. Louis Southwestern (Cotton Belt, then independent of Southern Pacific), which took it to Corsicana; the train was handled onward by Southern Pacific. It is reported as having reached Los Angeles in June 1922 (reported dates vary).
An independent Titus County, Texas historical website has a page about the Prosperity Special which includes a two-part article from the March and April 1975 newsletters of the Arkansas Railroad Club: