What looks like a single train on the right is actually four trains. On the Mt. Washington Cog Railway one locomotive has always pushed just one car to the top of the mountain and braked it back down again. The locomotive boilers are indeed mounted at an angle so they will be roughly level when they are climbing the mountain. It's necessary to keep the water level high enough to cover the crown sheet (top of the firebox) to avoid a boiler explosion.

EDIT: The train on the left of the photo is a Boston & Maine train that brought vacationers up to Marshfield to ride the Cog Railway. Also, note that at the time of the photo the locomotives were fired by wood. They have burned coal for as long as I ever knew. Anyone know when they changed over?

The angled boilers are, indeed, due to the incline of the track. That way the water level in the boiler is correct, neither too deep nor too dry above the firebox crownsheets. On another note, the trains are run with the engine at the end of the train. What you may be seeing is only multiple trains spotted close to each other in order to be at the loading platform.

That would be a yes.

The train on the right is setup passenger car, engine, passenger car, engine, etc. Today the engines are at either end of the train. Is here something special about this type of locomotive? I noticed the boilers are mounted at an angle. I am assuming this is because of the grade.

Considering the angle of the incline, I imagine all seats were facing uphill.

I'm guessing the gauze wrapping on the hat of the woman on the passenger car platform to the left was protection from cinders, rather than mosquitoes. I know from experience how cinders from steam locos (coal or wood burners) blow back into your face, hair, etc.