Not a lot of information, but perhaps the Natchez Trace. You may have to do a round trip on the Trace back to Nashville to get back on Amtrak. Or, San Francisco to San Diego. Perhaps depending on how cold you are willing to tolerate, you could start further north.

I use to live in SE WI and was just telling friends about the Santa Rampage in Milwaukee. If you are around Milwaukee at that time, the Rampage is great fun.