Sid Meier's Railroads! Jumpchain

From the introduction: Welcome, Jumper, to the age of iron and steam! This era has brought the world closer together through a variety of marvelous inventions, but the important one for our purposes here is the mighty locomotive! That's right, it is time for you to become a railroad tycoon! First things first, I don't really expect you to build a train based empire in a mere ten years, so i'll give you 50 years enjoy yourself. Specifically you will be here from 1865-1915, and you will be arriving somewhere in the southwestern United States.