Hey... that's a Marx/Allstate bay window caboose! The first HO toy train set I received in 1958 was an Allstate (Marx) with that style of caboose! Santa Fe Warbonnet F unit, blue w/black door B&M box, a hopper car, a gray gondola, and that caboose lettered for the Santa Fe!
Here's a pic of the set from the 1958 Sears Christmas catalog (set "A")...