1939-1940 Worlds Fair "Railroads on Parade"

A user on YouTube just uploaded some color home movie footage of a production of "Railroads on Parade" at the 1939-1940 Worlds Fair in New York.

Where was this held? Anyone know if any of these locomotives are preserved anywhere today?

The footage is here: http://youtu.be/WT8piY6kYNo

Neat clip. Just about all, if not all, these engines are preserved. Most at the B&O Museum, the 2-4-0 is at the California RR Museum. The 4-4-0s depicting Promontory are around too. There was a second half with more modern power, ironically most are gone. Among those were streamlined hudsons from the Lackawanna and New York Central. Its been covered in the magazines from time to time.

NYSW 3614