We took our DD, 5 at the time, on a train trip from Milwaukee to San Francisco about 4 years ago. We did pack some books, coloring books, playdoh, and some other smaller toys. She had a great time exploring the train. Does your train have an observation car? The "western" routed trains have TV's in the observation cars, and they played several movies throughout the day, in addition there were sometimes where no movies where playing. Although it is literally a straight line through the train, she enjoyed going from one end of the train to the other. For me the best part was if the kids HAVE to use the restroom, the train does not need to make a stop. Same for eating.
Another bonus - there will probably be other kids on the train too - and my daughter met a great "train" buddy while we were on the train. It was nice, because - between the 4 parents, generally only 1 parent was watching the kids - and the other 3 were relaxing.
In addition to the above trip, DH an I have taken 2 other long train trips (one other trip from Chicago to San Francisco and Chicago to Seattle.) IMHO - this is a great way way to travel a long distance. I just can't be in a car for more than 6 hours without going crazy. (I end up being worse with the "when are we going to get there comments than DD.)
As an sort of experienced train rider - I would recommend getting a white stryfoam cooler, and pack it with some snacks, bottled water, maybe soda or juice boxes. Once you get to the destination, just pitch the cooler. While meals are included (or were included 4 years ago with the sleepers) the in-between snacks and sodas can get pricey on the train. You are a captive audience there.
Have a great time. Don't get too worked up about finding stuff for the kids to do - they'll have a great time! A deck of cards may be helpful, and so might a US map - to track your progress. (my DH and DD had a great time doing this - and we had excitement on our trip since there was a train that derailed some distance ahead of our train, so we were rerouted around the Rockies, instead of going through the Rockies. They had a great time time trying to figure out where we really were. Don't forget a good book for you!
