Here's a video from 2008 when the steam-to-steam transfer at Antonito was quietly tried out using a caboose to take riders into Alamosa.
Where else can you see such a transfer take place? The last time this happened, it was likely a charter club of railfans changing trains at Alamosa in the 1950s or 60s. The good news is that there is a steam-to-steam transfer every Wednesday until August 17th offered by Rio Grande Scenic Railroad in cooperation with the Cumbres & Toltec Scenic Railroad.
Update: 10:15 AM - Just found a video from C&TS that shows the two trains arriving and the C&TS train departing from just last Wednesday. It seems like we conspired to work together. We didn't. Just good timing.