The other narrow gauge train in Colorado and New Mexico is the Cumbres and Toltec railroad. It goes up and over the Continental Divide between Antonito CO and Chama NM, through fantastic hunting country.
http://www.cumbrestoltec.com/
In the first scene of Indiana Jones and the Last Crusade, when young Indy jumps on the zoo train to get away from the bad guys, that is the Cumbres and Toltec train. Take a look at the country the train is going thru - great elk country!
The Durango and Silverton RR also visits spectacular country. The train follows the Animas river canyon thru some of the steepest mountains in Colorado. I've taken a number of trips where you get the train to drop you off and pick you up on the way out, to scramble up some of them fore-mentioned peaks. Not too much hunting potential, as the terrain consists of narrow valleys, and lots of above timberline mountainsides (did I mention steep). Actually, I'll take that back. If you draw a Mountain Goat permit for that area, the Chicago Basin area is fantastic - damn goats are a nuisance up there! Last time I was up there you had to bury your backpack under a rock pile to keep the goats from eating the shoulder straps to get the sweat salt out of them. Only downside is that you would have to pack the goat out to the train - a six mile pack out!
Well have fun - hope this helps - JohnDog