I used to travel on the SWC between Chicago and ABQ every year.
When you leave Chicago, you'll go through the suburbs and then straight into relatively flat land and fields. You'll stop in a few small towns and then cross the Mississippi during/after dinner, depending on when you make your reservation.
The stop immediately after crossing the Mississippi is Fort Madison, IA, your first fresh air stop. You'll have a few minutes to walk around outside the train. Just be sure to stay close so you can hear the conductor yell, "All aboard!" The train will not wait for people.
It will get dark as you cross Iowa and Missouri. One of my favorite things to watch for is the huge power plant east of Kansas City (right side of the train). You can see the lights for quite some time before crossing the river and passing it. Then, you'll start to notice more houses and buildings. I also watch for the cemetery on the right side of the train, about 10-15 minutes after passing the power plant. There's a house on the edge of it, and the yellow streetlamps give the entire scene kind of a creepy, isolated look.
The stop in Kansas City is pretty long, provided the train is on time. I recall having about 20 minutes to walk around. There's a cool neon sign advertising Western Auto perched on top of a skyscraper. You can see it while you're on the platform. Here's a link to it:
https://youtu.be/TuCuWtfySlk
Kansas City is bedtime for most people. The tracks through Kansas are rough, so I never get much sleep. There are a couple of things I watch for, as I'm usually awake for them.
There are large wind farms between Newton and Dodge City. I remember passing my favorite around 4:00 a.m. It goes on for miles and miles. All you see are the slowly-blinking red lights, which blink simultaneously. It reminded me of something from an episode of "The X-Files". I loved leaning against the window of my roomette while watching it. It was on the right side of the train while traveling west.
Shortly before dawn, you'll arrive in Dodge City. You can't see much from the train, but it is fun to see some of the street signs (Wyatt Earp Way). Also, on the right side, you'll see this while leaving town:
dodge-city-sign.jpg
It's cool if you're there around sunrise. It'll probably still be too dark in October, but I've been able to catch a glimpse of it in December. It really stands out, even at night.
Also, you'll see a lot of grain silos between Illinois and Colorado. Just tons of them. They become part of the scenery after a while.
When you wake up, you'll be in eastern Colorado. There is a long stop at La Junta. I've seen vendors on the platform on occasion, selling used books and little trinkets.
At this point, you'll start to see mountains in the distance. Eventually, you'll get to Trinidad. The scenery is spectacular from here onward. Try to get a seat in the lounge. It doesn't really matter what side of the train you're on at this point, but the lounge will let you see out both sides.
Past Trinidad, as you approach the Raton Pass, you'll see Dick Wooten's Ranch on the right side. There's a sign for it, along with a sign for the Santa Fe Trail. Then you enter the Raton Tunnel, which is on the border of CO and NM. If you look closely as you enter the tunnel, there are posts near the entrance that have the state written on them:
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After the tunnel, you'll be in Raton, another fresh air stop. The town and station are quite charming. You definitely feel like you're in the southwest at this point.
The Las Vegas stop is an old Harvey House, where people used to stop and dine while traveling by train. Teddy Roosevelt's Rough Riders used to meet there as well.
At this point, you'll be entering the Glorieta Pass, another great spot for photographs. Head back to the lounge if you can.
Shortly before you arrive at the Lamy station, you'll see some residential train cars on the right side of the train. Just past Lamy, there's an old mission-style church. You'll start to see more pueblos at this point too.
If you look to the left as you get closer to Albuquerque, you'll see Sandia Peak. That's always my indication that ABQ is on the horizon. You'll pass through the more industrial parts of town, and then you'll get a nice view of downtown as you pull into the station. ABQ is a long stop, and there are vendors on the platform that sell Native American blankets, jewelry, etc.
I always detrained in ABQ, so I'm not sure about the scenery between ABQ and Anaheim. Someone else will talk about western NM, AZ, and CA, I'm sure.