Couple of videos of it during its US tour:
About four and a half minutes into this one below, be treated to the incongruous sight of Flying Scotsman being hitched to a Penn Central GG-1 because Pegler didn't know about steam engines and NYC tunnels.
There's also a comprehensive documentary by 'The Unlucky Tug', but I'll leave that to the viewer to look him up on YouTube.
---PCJ