For much of the train's history, a section of the Southwest Limited also operated between Kansas City and Milwaukee, Wisconsin.

The Milwaukee's route became more competitive in 1903, with the completion of a cutoff line in Iowa that reduced Kansas City travel time by some three hours.

In conjunction with this improvement, the railroad inaugurated the Southwest Limited passenger train on the Kansas City route, utilizing new equipment and a faster schedule.

At the same time, due to traffic declines caused by the Great Depression, the Southwest Limited was combined with the Chicago-Omaha Arrow between Chicago and Savanna.

The final runs of the Southwest Limited took place on April 26, 1958, marking the end of Milwaukee Road passenger service to Kansas City.