By simple observation, these trains and boxes did not come as a set from Lionel. The set box was taped shut before the loco/tender boxes were taped. The auction description states: "All OBs including set box have matching tape." This is not correct. The set box is dated 1932 and has 1933-35 era tape. The loco/tender boxes are dated 1936 and have 1936-37 era tape. The difference in the tape is whether it is Orange (1933) or Black (1936) between the chevrons.

Also the set box is rubber-stamped "GM" for a Gun Metal 400E-400T and "BROWN-IVORY" for Brown State cars. 1933 was the last year that a 433E 20th Century Limited set was cataloged, and the Gun Metal locomotive was first produced in 1933, see 423E Outfit. Lionel did not often mislabel boxes, and I doubt that the loco, tender, four State cars (not three as cataloged), plus eighteen pieces of track would even fit in this set box.

But I believe it all originally came together through a service station's special order to the Lionel factory.