Welcome to the live steam group. The show you likely saw was "Where do the stories come from" which featured Ollie Johnston, Ward Kimball, Walt Disney and featuring Walt's 7 1/4" Carolwood Pacific Railroad which was in the backyard of his Holmby Hills Home. The show is finally available as as part of a two disc set of "Walt Disney Presents" episodes, part of a larger series of Walt Disney treasures DVDs.
http://www.amazon.com/Walt-Disney-Treas ... 000ICM5RG/It also includes the Donald Duck "Out of Scale" cartoon.
In addition, Walt's train, including the Lilly Belle locomotive, is now on display at the Walt Disney Family Museum at the Presidio in San Francisco.
Good luck on your K4, sounds like you're off to a real good start. There are a couple of Pennsy modelers here who know a lot about the unique parts that Altoona made for its engines.
--Mike