There were 6 complete CZ trainsets originally- with extra cars ordered at a later date. This allowed daily eastbound and westbound service between Oakland and Chicago. The CB&Q ordered 3 A-B-A sets of F-3's (9960 ABC, 9961 ABC & 9962 ABC) for CZ service. The CB&Q owned 3 sets of CZ equipment, Western Pacific 2 sets and the D&RGW 1 set.
   John Olson
   Billings, Mt
I may be late to the party, but since I just re-watched the video last night I thought I'd bring this up...
During the D&RGW section of the film they point out a meet of an eastbound and westbound CZ, so we know at least the D&RGW had multiple trainsets.  Seeing as how the CB&Q portion of the route was more than a 12-hour trip, would it not be probable that there were actually 2 (or more) consists?  Since there was only 1 F3 ABA set, there had to be something else pulling the trains.  Even if they changed power somewhere along the route so that the F3 lash-up could stay on the western side, there still had to be other locos pulling the CZ.
According to the 1950 CZ timetable, departure from Chicago was at 3:30pm. The train arrived in Denver at 8:20am the following morning, all being handled by the CB&Q. The eastbound left Denver at 7:15pm and arrived in Chicago at 1:30pm the next day (again, all Burlington).  It would be impossible for the same units arriving in Denver at 8 in the morning to make it back to Chicago for that day's afternoon departure.  With a daily schedule, the CB&Q must have had at least one more consist to handle the "every other day" turnaround in the timetable. 
Am I missing something?
 
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