Does anyone make this type of Loco?

The closest O scale engine that I can think of to that era rather small 2-8-0 is the old Thomas 2-8-0 that came and went decades ago.

 

However, one does see them periodically as swap meets, shows, and on eBay.

The MTH H-3 Consalidation might be a good start.  The tender looks different than though.

With a bit of modification, including the addition of the pilot wheels, the Lionel 0-8-0 from one of the starter sets (UP Flyer, NYC Flyer, Strasburg RR, etc.) would seem to be a good candidate. 

I was looking at a PRR version.  The MTH C&O H-3 has a tender that seams to match your photo.  MTH item is 20-3433-1

Hi Josh,

 

There aren't a lot of options from the major manufacturers for late 19th century steam.  Probably the closest would be an MTH H-3 Consolidation.  There are plenty of differences, especially the firebox.  However, many of the major visible features are quite similar, including the headlight placement, stack shape, sand dome, steam dome, bell placement, and cab shape.  The tender is an OK match with similar trucks as well.

 

I linked to the PRR paint scheme above.  It has a lot of pin striping, but from the look of your delivery photo so did your prototype.  It wouldn't be too difficult to remove some of the pin striping and then re-letter for the Tallulah Falls.