This is a working, coal-fired Baldwin M-class 4-8-0 steam locomotive in Strasburg, Pennsylvania, USA. It was built in June 1906 by Baldwin Locomotive Works and used by the Norfolk & Western Railway as # 475. The engine was acquired by the Strasburg Rail Road in 1993 and restored to its original N&W appearance, apart from the tender being lettered "Strasburg".
Strasburg Rail Road # 475 currently runs tourist trains from Strasburg to Paradise, Pennsylvania. It has also hauled freight.
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For more info., see:
en.wikipedia.org/wiki/N%26W_475