Secrets Of The Railway 'The Gold Rush Yukon Railway, Arizona'
Funnily enough, the program didn't mention Arizona, possibly because the Yukon is in Canada and Alaska, though there is a city called Yukon in Oklahoma

The "Soviet" in the episode title of the previous "Harz Mountains" episode was a bit odd, too. The railway was kept running by the East German government, partly to service the communications listening post on the Brocken, but the program said it was the Stasi, the GDR secret service, not the KGB, that ran the center.