Since starting this blog about my hometown, I remembered that train, and wondered why it was so different than any other train I had ever seen. Researching it, I found out it was a Budd RDC or Rail Diesel Car. RDCs had self-contained engines, came in a few styles/models, but all had the one thing in common - they were made of shiny steel that looked live silver. They were used on branch lines, basically to save money; for a time, they provided service to destinations that might not otherwise get it due to the economic impossibility of running a regular train between such areas.
The standard text on RDC is Duke & Keilty's RDC: The Budd Rail Diesel Car 1990 (2nd print in 1999), Golden West Books. The book has this to say about the Pembina to Winnipeg RDC that I remember:
When the Western Pacific closed out its Oakland-Salt Lake City Zephyrette service in 1962, the NP picked up its two RDC-2's. The NP used them as replacements for regular equipment on the Fargo, North Dakota to Winnipeg, Canada service. The Duluth, Missabe & Iron Range put a single RDC-3 up for sale in 1963 and the NP added this car to the Fargo-Winnipeg service. They soon made application to eliminate the run, using the argument that the Great Northern-Soo Line was operating a competing service between the Twin Cities to Winnipeg. Minnesota gave its immediate okay to stop service in late 1968. However, a stub line between Pembina on the Canadian border and Winnipeg had to be maintained until the government of Manitoba granted permission to discontinue it the following year."