It was constructed in 1939 with bodywork and passenger cars by Budd Company and diesel engine, electric transmission, power truck, and other locomotive equipment by General Motors Electro-Motive Corporation.
[1] Because its intended Kansas City to St Louis route passed near the birthplace and boyhood home of famous World War I General John J. Pershing, the train was named after him.
In September, 1938, a second set was added, the 9903, which had previously served as the Mark Twain Zephyr running between Burlington, Iowa and St Louis via Samuel Clemens' birthplace of Hannibal, Missouri.
The Ozark State service inaugurated operating out of Kansas City in the morning and St Louis in the afternoon, with the second trainset alternating.
The "Silver Charger" was the last power unit built by Budd with the unique "Zephyr"/"Flying Yankee" shovelnose styling.
The diner-lounge-observation car Silver Star was sold to Amax Iron Ore Corporation in 1974 for use on the Mount Newman railway in Western Australia and renamed Sundowner.