As a boy, I had one of those horse-carrying Lionel cars you mentioned, as it was part of a set, along with a couple of old-fashioned coaches and a "The General"-type engine and tender (wood-carrying). And I do recall wondering if such a contraption for transporting horses were real. I concluded, as that boy, that I didn't care. It was an okay toy to have among my Lionel wonders. Now that you have shared with us those photos from a movie, I recall, vaguely, seeing that movie, too, and recall wondering about the horses being seriously injured jumping from so high a perch as those RR-cars, down to the ground.
Thanks for the memoires!
FrankM