I found a newspaper article that mentioned "Sagebrush Annie".

Idaho Statesman
September 5, 1913

The train that makes the daily trip from Ontario to Vale and from Vale to Brogan and return, and which is known as "Sagebrush Annie", is very seldom on time, and frequently four hours off the schedule, much of the time being lost in the waits at way stations along the route.

There was an article written in a Trains Magazine about Annie:
Fred Matthews, "The World of Sagebrush Annie," Trains November 1996: 52-57
http://ntlsearch.bts.gov/tris/record/tris/00864702.html

Regards,
Eellitta