Amtrak gave implicit permission to photograph their trains in running the contest. However, the local station may fall under different jurisdictions which prohibit photography at that location.
Consider: You can take pictures of yourself all you want. However, if you take pictures of yourself in the showers, and incidentally catch someone else in the background, you have violated their right of privacy.

Why do we automatically assume that Cop == stupid? There are some very proficient cops out there, and some of them may even know quick & easy techniques - if they care enough - to semi-securely delete your pictures. Eg, erase all of them, then fill the stick with pictures of the floor...