The history of the 4-8-4 at Milwaukee Road began in 1930 with the single number 9700, which later became the 250, and was supplied by Baldwin. Its power was guaranteed by a boiler with a combustion chamber, thermic syphons, arch tubes and a coffin feed water heater. Since the 4-6-4 class F6 was sufficient for the express trains of the time, it initially remained a one-off and was used in front of freight trains weighing up to 5,000 tons. It was only when the express trains became increasingly heavier that the 250 was used for this purpose.

It was not until 1938 that the Milwaukee Road manufactured the 251 in their own shops, which was a copy of the 250 and together with it formed the class S1. As early as 1937, Baldwin had started producing the 40 class S2 locomotives, which had some changes compared to the S1 and was more powerful, not least due to the boiler pressure of 285 psi. During the Second World War, ALCO built ten S3 which had a smaller boiler with only 250 psi and did not have much in common with the S1 and S2 in terms of design. Today only the two S3 numbered 261 and 265 still exist, the former of which is operational.