According to Trains Magazine there are 8 UP Alco Big Boys still in existance with their locations listed as follows (as at December 2012):-
4004 Holliday Park, Cheyenne, Wyo.
4005 Forney Museum of Transportation, Denver
4006 Museum of Transportation, St. Louis
4012 Steamtown National Historic Site, Scranton, Pa.
4014 Los Angeles County Fairplex, Pomona, Calif.
4017 National Railroad Museum, Green Bay, Wis.
4018 Museum of the American Railroad, Frisco, Texas
4023 Kenefick Park at Lauritzen Gardens, Omaha, Neb.
Sadly none of them are in working order. The nearest in size I have had for haulage is the UP Challenger 4-6-6-4.
I have stood next to 4012 and the Steamtown National Historic site is well worth a visit. During my stay in Scranton I stayed in the hotel converted from the former railroad passenger station. On selected days excursion trains operate from the SNHC hauled by either steam or diesel. Whilst in Syracuse I caught one of these that was hauled by a couple of Canadian steam engines in tandem on the outward journey and by a couple of E8 diesels on the return.
I was lucky enough to have arrived at Scranton by excursion train from Syracuse NY. This excursion had been organised by the National Railroad Historical Society (NRHS). I believe this year the NRHS are orgainisng railfan trips around Alaska for anyone interested in some rare mileage in that part of the world.