This was a promotional deal by Philip - Morris Tobacco. You bought Marlboro cigarettes and collected the stamp on the side. Besides the costs of the train cars and mechanical issues ( " You cannot change the laws of Physics, Captain. " ), there were reportedly some questions raised by the Federal Trade Commission & Surgeon General's office regarding circumventing the ban on tobacco advertising,( all while R.J Reynolds' Winston brand was sponsoring NASCAR & NHRA Racing. ) Instead of the train trip, lucky participants were given various other prizes, cash, and maybe Time Shares in an Iron Lung !!!