We've traveled twice with our kids, the first time when my daughter was 12 and my son was 7. They both had such a good time we did it the following year.
Our first trip was on the Coast Starlight from LA to Seattle and the second was the Sunset Limited from LA to Orlando. We had the family bedroom both times. If there are any available, I would second Battalion51's suggestion that you try to get one of those.
Amazingly, I can't recall either kid complaining of boredom on either trip. Both made friends with other kids on the train. I would suggest books and GameBoys for the 6-year-old. The 2-year-old will probably enjoy looking out the window, but I'd bring plenty of coloring books.
If there are particular foods that one of them likes, you might bring some of that on board. The food in the dining car is fine (particularly for the 6-year-old) but I know the younger ones can be fussy. Be aware that if the 6-year-old would rather have a regular meal than something on the kids' menu (which is kind of limited), that's perfectly all right, and it doesn't cost anything.
If I can think of any other suggestions, I'll post them.