This consist is usually referred to as the E&A Express Deluxe, a high-capacity train meant for long-range journeys. When it runs, this consist is normally pulled by the Pennsylvania Mogul and the Stainz Engine, in that order. However, once a year the Shay is added to the motive power, between the two locomotives already present. This is done as part of Steam Live, a celebration of steam locomotives, their history, and their majesty.
This video was taken not long after the September 11, 2001, terrorist attacks. As such, you can make out the Red Cross banner on the side of the Sightseeing Car. Other than that, nothing dates this movie, as there has been little change to the area visible. However, just to the left of the frame there has been much change. When this video was taken, SERR School occupied the area on the inside of the tracks. It has since been dismantled and replaced by a more modest set of buildings.