This is book number 49 in the The Boxcar Children Mysteries series.
Henry, Jessie, Violet, and Benny used to live alone in a boxcar. Now they have a home with their grandfather, and they’re fixing up their boxcar so they can ride it in the big Greenfield Founder’s Day parade. There’s just one problem: Someone has stolen the boxcar . . . with their dog, Watch, in it! If only they can find the missing boxcar, it will lead them to Watch. Can the Boxcar Children solve their most important mystery ever?