I second Durango. Another great steam train ride that can't be missed in that area is the Cumbres and Toltec. 64 miles on way, over almost a 10,000' pass, miles of 3% grade with a double-headed train. Noontime stop for lunch. Outstanding. A google search will turn up info on them.
I'd sure need a lot more than a month. Took 3 weeks 2 years ago for a quick tour. My timeframe would need to be measured in years.
Camperboy