IT’S THE NEW SHERIFF’S FIRST MORNING ON THE JOB, and he’s already pouring sweat. A sword-wielding outlaw has hopped aboard the Wild West Express from Santa Fe to Lamy. He’s annoying a scruffy guitarist, who’s singing a Jimmie Rodgers tune. Also roaming the train? A band of scamps—some peddling snake oil, some panhandling over the course of the 18-mile journey. Along the way, the sheriff and the railcar will encounter bandits on horseback, a magician moonlighting as a railroad conductor, and, inevitably, Billy the Kid.

The rides are as dynamic as the story lines on Sky Railway, which runs a slate of entertaining excursions on the former Santa Fe Southern Railway branch-line between Santa Fe and Lamy. The nearly year-old railroad is powered by a group of investors helmed by Game of Thrones creator (and longtime Santa Fean) George R.R. Martin. His passion for fantasy is splashed across the trains, which are painted as a dragon and a wolf.

The lineup of themed rides reflects the author’s sense of adventure. The Lore of the Land to Lamy jaunt includes history lessons alongside performances of classic songs like “Big Rock Candy Mountain.” The Speakeasy Express features 1920s jazz and cocktails.

Mellower options include the nighttime Stargazer train, where astronomers present the Galisteo Basin sky, and a Sunset Serenade for guests to sip cocktails and enjoy live music. Other trains serve snacks and tastings of local beer and wine, and there’s a Sunday brunch run to the Legal Tender Saloon & Eating House, in Lamy.

Holidays get special events, too. A Halloween train barrels out of the Santa Fe Railyard over the last weekend in October, complete with costumed performers and onboard tricks and treats for both kids and adults.

Sky Railway director of entertainment Steve Wilson, a veteran of Disney World, says hiring local performers is the railroad’s secret to success. “We’ve got a broad range of musicians,” he says, including singer-songwriters Westin McDowell and Kipp Bentley, jazz singer Jasmin Williams, and fiddler Karina Wilson. He calls the skits of the Exodus Ensemble troupe “a cross between Saturday Night Live and The Twilight Zone.” The Wild West Express bucks with stunt riders who have appeared in Westerns such as Yellowstone.

“We’re not just another train ride with background music,” Steve Wilson adds. “The performers are engaging the audience and talking to them. It’s more like a club on wheels.”

McDowell says guests are equally jazzed by the railroad’s history. “When people ride that track between Santa Fe and Lamy, they immerse themselves in what it felt like to come West by train in the 1880s,” he says. “It’s just an intimate experience of the landscape.”

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Sky Railway

Santa Fe Railyard Depot; 844-743-3759