Paint the body, trucks, and roofwalk Box Car Red and the smoke stack steel I weathered the stack accordingly and used pastel chalks to weather the caboose overall.
HO scale decals by Jack Burgess are available for sale to letter any of the cabooses owned by the Yosemite Valley Railroad (including the brass models imported by Westside Models and Beaver Creek Models). These decals were printed by Rail Graphics and are $7/sheet including U.S. domestic postage; painting suggestions and lettering diagrams are included. One sheet will letter all seven of the cabooses owned by the railroad over the years.
You can purchase a set by visiting Jack's Yosemite Valley Models page. Complete details can be found there on how to purchase them.
(Image and text courtesy of Jack Burgess)