I started my Deadlands campaign with the excellent Cray Canyon Cold Snap - it seemed to fit right in with the theme of the world, and let me concentrate on learning the system! However, there's no reason why you couldn't slip it in anywhere in a campaign.

The PCs are on a train, things go wrong... you get the idea. The main antagonist is pretty creepy, especially if he just won't die! We had a pretty memorable scene where Berstock ran along the roof of the train while the PCs tried to shoot him from below...

Where to go from here: How do the heroes get back to civilisation? Do the Rail Baron's cronies come after them to question them about the events? Reward them? Offer them a job..?