This is Butch Cassidy territory - where western Colorado melts into eastern Utah in the swollen desert heat and where the great train robber pulled off a series of spectacular heists more than a century ago. Now there's an entirely different kind of headline-grabber riding the same rails: the gleaming blue and gold carriages of the Rocky Mountaineer.

The luxury train company - known for its impossibly scenic, glass-domed train rides through breathtaking tracts of Canadian wilderness - has long threatened to steam across the border into the United States and now it finally has, debuting a stellar new route from the Mile High City of Denver to the flaming red rocks of Moab, Utah.

The journey, which covers some 350 miles of jaw-droppingly beautiful terrain over two days, also includes an overnight stop in the pretty Colorado mountain town of Glenwood Springs, perched in the bucolic bosom of White River National Forest.

Aboard the inaugural departure, spirits are high and drinks are topped up as we pull out of Denver and begin the picturesque climb into the American Rockies, revelling in the airy, well ­appointed carriages and the regular flow of delicious food to our Silverleaf seats (think coriander-crusted salmon in chilli butter and honey-roasted pork loin served in a mustard glaze, washed down with limitless wine and cocktails).

This new route was, of course, painstakingly chosen. The Rocky Mountains and the Rocky Mountaineer go together like pancakes and syrup, but the epic mountain range marches all the way down from the northernmost part of Western Canada to sunny New Mexico. And of those epic 3,000-plus miles, this beautiful slice of Colorado and Utah was deemed America's finest.

Altitude Training

It's immediately apparent that this route was a superlative choice. Soon after leaving Denver, we're catapulted into the mountains, chugging through high meadows, open plains and a string of pretty ski towns until we reach the mighty Moffat Tunnel at 9,200ft - our route across the Continental Divide.

On the Denver side of this cavernous underpass, all water runs down to the Atlantic Ocean. But when we erupt into daylight on the west side six miles later, everything - including the Rocky Mountaineer - is flowing towards the Pacific.

Most of my fellow passengers - enjoying service akin to an airline business class - fit Rocky Mountaineer's core demographic of 50 to 65 years old, but that is by no means exclusive. Among this particular 'train set' are a handful of families, a smattering of twenty and thirtysomethings, and a memorably energetic nonagenarian from Nashville.

The generous reclining seats are all set in pairs. My neighbour- 51-year­old Jill Whaley from Minnesota - is embarking on a once-in-a-lifetime trip with her mother and sister, who are seated directly in front of us.

"The views are simply spectacular," says Whaley, as we whizz past a cavalcade of canyons, punctuated by a medley of sandstone mesas, buttes and spires. "Every time we turn a corner, there's something else amazing waiting for us. It's like we're travelling through a series of paintings, or scenes from an old Western movie. My eyes are like saucers; I can't look away for a single second."

For a large part of the first afternoon, our route hugs the mighty Colorado River - a waterway with more twists and turns than a crime novel. Whaley has the truth of it: the incredible views unfolding around, above and beneath us make it genuinely hard to tear our eyes away from the cinematic floor-to-ceiling windows.

I don' t even make it to the adjacent lounge car until deep into the afternoon (to be fair, I don't need to - unlimited drinks can be ordered directly to your seat).

Wild night out

As the sun starts to slide behind the mountains, we finally pull into quirky Glenwood Springs - an Old West town that was once bustling with bandits, bars and brothels, but subsequently reinvented itself as a genteel spa town (while hanging onto a couple of the better bars in the process).

I'm staying at the 19th-century Hotel Colorado - the town's towering grande dame, which has plenty of western charm and history, but can be a little dusty in parts. Meanwhile, Whaley and her family are at the Hotel Denver, a breezy, modern three-star property in a perfect location at the heart of downtown.

But the best reservation of the lot is arguably the Glenwood Hot Springs Lodge, which has 107 rooms, a feted hot breakfast and unlimited access to the town's main attraction - the largest hot springs swimming pool in the world.

In addition to its luxurious hot springs pool, Glenwood Springs is the perfect size for a night out, with a handful of lively, welcoming bars and restaurants to be explored.

There's also the scenic grave of infamous Wild West gunslinger Doc Holliday, a popular 30-minute hike away up gentle hillside, showcasing sweeping views over downtown and the national forest beyond.

A fiery finish

Rested and recovered the following morning, we board the train again shortly after sunrise for the final leg of our journey to Moab.

The Rocky Mountaineer's early departures (day two is at 7am) mean that dawn breaks around you as you float through the canyons and valleys, igniting magnificent shades of crimson, orange and magenta in the massive sandstone cliffs.

Peter Armstrong, who owns the train operator's parent company, is aboard this inaugural US journey, and says he plans for it to be the first of many routes on this side of the border.

"We took our time to move into America, because it was a case of building credibility and awareness in Canada first, as well as thoroughly researching the potential routes down here," he tells me. "This first route works well as we're sticking to the Rockies, which we obviously know well, but we don't have to do that in the long term. There's already potential for a number of additional routes in the US in the near future - particularly California and the Pacific Northwest."

Shortly after noon, Moab appears, shimmering on the horizon. The great train slows smoothly to a stop, and along with it our short southwestern odyssey. As we hop down into the red dust, Arches National Park and its colossal, cathedral-like rock domes and archways crowd the horizon.

Many of my fellow passengers have booked hiking tours there or in neighbouring Canyonlands this afternoon, as part of their package. Many more have added Las Vegas - seven hours' drive away - as the grand finale to their epic desert adventure.

Whaley looks a little downcast. "No journey is ever going to beat what we've just done," she says, looking back at the glistening locomotive. "It was the best road trip ever: none of us had to drive, we saw incredible scenery you couldn't reach from any road and people kept serving us delicious food non-stop. How are we ever going to beat that?"

Book it: Rocky Mountaineer's two-day rail journey between Denver and Moab costs £938 per person, including an overnight hotel stay in Glenwood Springs. rockymountaineer.com

Three Denver extensions

Whether clients start or finish their journey in Denver, there's plenty in the region to explore.

Boulder: Boulder is famed for its hipster-friendly bar and dining scene (don't miss Kitchen Bistro, run by Elon Musk's brother Kimbal) It's also a hub for adventure from hiking and mountain biking to tubing and kayaking. bouldercoloradousa.com

Estes Park: This cute Colorado mountain town is the main gateway to Rocky Mountain National Park, and one of the few places in the world where you can enjoy cliff camping. It's also home to the Stanley Hotel, which inspired the book The Shining. visitestespark.com

Fort Collins: If downtown Fort Collins looks familiar, that's because it was the blueprint for Disney's Main Street USA. 'FoCo' has evolved into a lively college town with a fine farm-to­table restaurant scene and 25 craft breweries within city limits. visitftcollins.com

Credits: Emotion Cinema/Salvador Lopez; Rocky Mountaineer/laara Cerman