Chicago vacinity museums
ATSF fan J. Stephen (Steve) Sandifer asked about Wisconsin's "Museum at North Freedom" and at Greenbay"....
For what it's worth, North Freedom (Mid-Continent Railway Museum) is a delightful place to visit but -- as you mentioned -- you won't find much related to the ATSF. They do have a wonderful collection of restored equipment and restorations in progress, although they're still recovering from the damage caused by last fall's flooding.
The "National Railroad Museum" in Green Bay has a much larger collection, which includes a Santa Fe 2-10-4 (well-preserved but not operational) as well as a UP Big Boy and several other locomotives. As you mentioned, and for reasons unknown, their website has no list of exhibits on their website, and precious few photos.