Hi,
I'm constantly surprised to see anxious questions that have answers sitting just beyond the 'Search' button. And, on most monitor screens, is found in the 'tool bar' at the top.
I typed in 'orphan train' in the space provided and then pressed the 'Search' button; lo and behold one of the first links I found was http://www.orphantraindepot.com/OrphanTrainHistory.html and it explained what the project was (no covered wagons), RR trains, taking thousands of orphans gathered from the streets of New York and transported to farming communities in the Great Plains for adoption.
The second link I found was that good ol' standby, Wikipedia, at http://en.wikipedia.org/wiki/Orphan_Train . And, theren are orphan;'s personal stories at this link: http://www.orphantraindepot.com/RiderStories.html , three from Missouri.
It's a start,
Gary In Berkeley