According to their website
http://www.thetrain.com/special-events/steam/ they are running steam the first Sat of the month till September, along with a few other special days. Looking at that page it looks like you have:
1st Sat:
April 4
May 2
June 6
August 1
September 5
Special Holidays:
April 25 – Earth Day
July 4 – Independence Day
September 19 – GCR’s 114th Anniversary
My wife and I were out there camping earlier in the month, so I made sure to shoot them the day they were running the 4960:
4960 in Coconino Canyon Nice looking and sounding locomotive.
Hope this is some help.
Take care,
~Matt