In the event you're not aware of it, the Rochester and Genessee Valley Railroad Museum in New York State has an operating Fairbanks-Morse H12-44, #1843 in U.S. Army paint. Photo here:
http://rgvrrm.org/about/railroad/usa1843/index.htm
The National Transportation Museum in St. Louis also lists a number of ex-military locomotives in their collection, however I was unable to locate any on line photos during a cursory search. Follow the link and scroll down for a listing of former military diesels in the collection:
http://transportmuseumassociation.org/r ... _power.htm
Finally, I would be remiss if I didn't put in a plug for the former U.S. Navy caboose, still lettered for the U.S. Navy that is a part of the La Plata Train Station Museum, just about a mile from my house. The Navy Railroad that it ran on served the Naval Weapons Station at Indian Head, MD and was donated to the town of La Plata in recognition of the Navy being the largest employer in Charles County, MD. (The railroad itself was torn up in the last 5 or 6 years and is now one of those abominable hiking/biking trails.)
Here's a photo of the caboose while it was still in service in the early 1970's:
http://www.traingod.railfan.net/CK/USNcab.jpg
The caboose now sits "stuffed and mounted", still with its Navy markings, next to the station which serves as headquarters for the Charles County Historical Society. Here are some fairly recent photos. The caboose has been repainted since these photos were taken. The paint on the south side of the caboose faded badly due to the sun after it was put in place in 2002 and was repainted this past (2011) summer.
http://photosbydan.smugmug.com/Trains/A ... 8782_US2FR