A short newspaper item from early 1908:
TOPEKA. Kas., Jan. 4. — A little girl was born to Mr. and Mrs. J. D. Harvey today on an Atchison, Topeka & Santa Fe train as the latter was pulling into Topeka. The parents of the little girl are prosperous residents of Chicago and were en route from San Francisco to that city. They named the child “Santa Fe.”
I couldn’t find any record of this Santa Fe Harvey, but I did found another Santa Fe Harvey — though it was her married name. She was born in New York in 1889.
Related name: Seeva Fair. Baby Seeva Fair, born four decades after baby Santa Fe, had initials that referenced the Santa Fe Railroad.
Source: “Child Born on Train.” Los Angeles Herald 5 Jan. 1908: 2.