The Nevada Northern Railroad is located in Ely. Worthy.
Once in Utah, if you're driving down US95 from Hanksville (you should), check out Fry Canyon (camp there up the hill at the far end), Natural Bridges NM, and I highly recommend turning south on 261 which goes right through Cedar Mesa. Just before it drops down the Moki Dugway, turn right and take that road to the end to Muley Point, a great place to camp. Then come back out and down the Dugway and turn into Valley of the Gods. This whole route is epic.