They would have came from a set. You are likely missing either a baggage car or a coach, as it really depends on the year of the set.
It is a late set, by which I mean those cars were first cataloged in 1928 as part of the Jeffersonian set, but the earliest sets had brass name plates. It appears that only you observation car has brass nameplates and the coach has decals. Another factor indicating it is a late set is that the cars have the red cast iron air tanks riveted to the bottom of the cars. Those only appear on late sets, as the cast iron air tanks were introduced c. 1931.
Those cars were part of the Paul Revere Set of 1930-1931, which included a 3191 engine and tender, 2 coaches, and an observation.
The were also part of the Man-O-War set of 1934, which included a 3323 engine and tender, 2 coaches, and an observation car.
There may have been uncataloged sets during the years 1932-1933 that featured them, but no records of that.
NWL