Gary,
That is an Adlake square top caboose marker lamp, Model 270. If it was marked with a railroad name it would be either on the shoulder area about where the bail ears are located or underneath one of the lens. They were also sometimes marked RIGHT or LEFT in the shoulder area. If it is complete, when you open the sliding door you should find the oil font and burner as Hot Water stated. When you open the top, there should be a removable two piece vent cone.
You have the lamp bracket which is good because they cost about $75. You will need the G socket bracket if you want to hang it on the wall. Looks like this.
If it is complete, the value is around $200. right now, a little more if it has a railroad name on it. I have been buying and selling railroadiana for a long time. You will find railroad lamps for sale with crazy prices, just like vintage toy trains. I guarantee these guys are not getting $400-$600. for these lamps.
You can get replacement parts from this company.
http://www.lanternnet.com/Merchant2/merchant.mvc?
Here are some photos of my round top Adlake lamps which are earlier than the square tops. If you have any more questions let me know.