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A fairly comprehensive coverage is in R W Kidner's Pullman Trains in Britain by Oakwood Press.
Pullman ran a number of cars on the Midland between 1874 and 1888 or so. They were the open balconied old fashioned type with cleretory roof, looking a bit like the coaches in old US movies. In the 1880's the Midland actually bought most of them as various agreements ran out, whilst some were transferred to the southern lines. By 1911 they were getting a bit worn out so the Pullman name was removed and they found use on football specials. Pullman also built 4 sleeping cars for the Midland.
The Highland had a couple of short sleeping cars but they were taken out of service in 1907.
The cars that look more familiar that ran on the LMS were the ones that were supplied to the Caledonian in 1914 with more being added in 1922 and 1927, looking similar to the Hornby products. All 22 cars were bought by the LMS in 1932 and, apart from the observation car, Maid of Morven, all were painted in LMS livery.
The GNR dabbled in the 1870's but gave up, and the GER was the main user in the LNER group, which started extra services from Kings Cross in 1923. and also received the Metropolitan pair later.
The GWR only had one train of Pullmans, which only ran for a year.
Otherwise the rest is down to the southern lines, with the LBSCR carrying the torch for the longest, and the SECR ran both Pullman and Gilbert cars on their trains.
 

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Richard
The Kidner book is still on Oakwood's list, it is a fairly recent publication and is in their modern format, although it is an enlargement of his old book on Pullmans on the Southern.
In answer to your first question, it depends on what you want from it. As its history suggests, it is pretty comprehensive on the Southern lines, but also gives extensive coverage of the LNER and BR services, including the Blue Pullmans of yesteryear. The actual coverage of Midland operations is pretty sketchy - I think David & Charles published a complete book just on this subject, and David Jenkinson has produced a number of articles on them as well. The part on the Caledonian ones is somewhere in between, with a few photos and OTTOMH a drawing or two, but it would appear that the Scottish Pullmans came in a wide variety, ranging from Maid of Morven via 12 and 8 wheelers to the very short Highland pair, so a degree of modeller's licence would not come amiss. I am not aware of any complete coverage of these vehicles, or even if there are photos of every one, although Modellers' Backtrack Vol 1 Issue 2 has a very good article on the early Pullmans (I cannot find my copy at the moment to see what it shows) and possibly the new book on 12 wheelers covers the later built ones.
 

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By happy coincidence Steve Banks has contributed some notes on this very subject in the current Model Rail. He concludes..."Peter Tatlow is working up the LMS side for a fresh article but I would advise modellers to get hold of the following: Pullman Cars on the LMS, Peter Tatlow, MRJ No 26; Pullman Services on the LMS by Niall Ferguson, BackTrack LMS Special, 1988; Caledonian Railway Pullman Carriages and their Successors, Niall Ferguson, BackTrack MArch 2005; Caledonian in LMS Days, Niall Ferguson and David Stirling, Pendragon 2007..."

Also the Caledonian Railway Association (web address crass!!! ) had an article on the Pullman in one of their journals.
 

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Just noticed that Caley Coaches is proposing to produce an etched brass kit for
12 wheeled Pullman Composite Dining Car 'Fair Maid of Perth', 'Flora MacDonald' & 'Lass O'Gowrie'
Built by Cravens Ltd. in 1914 for use on the Caledonian Railway in conjunction with the 'Grampian' coaching stock. There's a drawing on the website.
He's just waiting for enough interest to be shown, so everyone who wants one should get in touch!
 
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