Last night we clearly see that Sheldon's engine is the MPC-era 1980 Lionel 6-8061 Chessie U36C diesel with WM 8061 markings. His engine was first identified in this forum 5 years ago. The show's producers are ensuring consistency.
SPOILER ALERT: Sheldon is trying to sell his cherished O-Gauge trains at a yard sale to raise money to travel to Germany for a special university research project to bolster his resume for grad school. He prices the U36C for $10. (This season the show takes place around 1993.) A buyer offers $5. Sheldon then changes the price to $20....and then $1000 after he realizes he can't let go of the trains. It turns out that Sheldon gets a big surprise by getting a generous donation from the local church membership as well as his university professors to fund his trip. They are all more than happy to see the obnoxious Sheldon leave town!