Robert Altman chose to travel by locomotive because, ''I love trains,'' he says. (His wife of 46 years, Kathryn Reed, sat behind him.) ''I have a memory from when I was 3 years old, on a train with my mother she wore a green hat. Overnight in those sleeper cars, going through towns, all that steam I just love them.''
John C. Reilly, much like the chaps-wearing minstrel he plays in Prairie, spent most of the three-hour train ride playing the guitar and leading the group in sing-alongs to old folk tunes like ''This Train Is Bound for Glory.'' Streep was an especially enthusiastic participant. ''I'm not allowed to sing in my own house,'' she lamented.
Meryl Streep and Kevin Kline cracked up when costar Reilly recalled in detail filming some of his more uncomfortable sex scenes. Altman had plenty of juicy memories of his own to share one tale involved Burt Lancaster and 1976's Buffalo Bill... but we can't print those here. ''There's nothing we've talked about that we can't say in front of you. But if I read about it,'' the director told an EW reporter in a tone of mock menace, ''that will be the end of both of our careers, particularly yours. You don't want to go and do that.''