1. Heat oven to 350°F (325°F for dark or nonstick pans). Grease bottoms only of 2 (9×5-inch) loaf pans with shortening. Make cake mix as directed on box, using water, oil and eggs. Pour batter into pans.
2. Bake 28 to 33 minutes or until toothpick inserted in center comes out clean. Cool 10 minutes. Run knife around sides of pans to loosen cakes; remove from pans to cooling racks. Cool completely, about 1 hour.
3. Cut first cake as shown in diagram to make engine, being careful not to cut all the way through piece 1 when removing piece 2. Cut second cake into 4 equal pieces to make cars as shown in diagram. Trim pieces 3, 4, 5 and 6 to be flat on top. Freeze pieces uncovered about 1 hour for easier frosting.
4. On tray, place piece 1 for engine, stacking piece 2 on top for engine house as shown in diagram. Frost with chocolate frosting. Cut strips of licorice; place on front of engine, slanting outward, for the cow-catcher. Add gumdrops for engine “face.” Attach cookies at back of engine with small amount of frosting. Top engine with jelly beans; add strips of licorice to sides of engine.
5. Divide vanilla frosting into fourths. Tint each fourth with different color of food color. Place remaining cake pieces tray for boxcars. Frost each with a different color of frosting. Top cars with jelly beans; add strips of licorice to sides of cars. Add gummy candy rings for wheels. Store loosely covered at room temperature.
High Altitude (3500-6500 ft): Bake shiny pan 31 to 36 minutes. Bake dark pan 36 to 41 minutes.