From the pictures, it looks like the HO stuff is run of the mill Tyco / Bachman stuff. No real value to these....
The engine appears to be American Flyer S guage. If that's the case, unless it's almost mint condition, you might get a hundred bucks for it.
Now the cars appear to be tinplate, which would put it into the pre-war Lionel / Marx province. Again, condition plays a big role here - the caboose and gondola look to be in very good condition (based on what I see), the box car less so. Again, maybe north of a hundred for each piece.
From what I understand, the toy train market is in the pits right now, so don't expect premium pricing. I'd check with a hobby shop for contacts with collectors; that would probably be your best bet, at least to confirm age and condition.