Still wearing its original number from 1952 (ex MKT 21), ADM 0021, an EMD SW9, rests beneath the massive ADM / Benson - Quinn "St. Paul Elevator D."
The U of M Railroad Club has a comprehensive, if slightly dated, list of companies that have their own locomotives: www.tc.umn.edu/~rrclubum/rr-guide-mn.htm
Based on that list, today I did a little tour of the industries along the UP between Burnsville and Shakopee. Here are my notes, from east to west.
Lehigh Portland Cement (Burnsville) might not have their old 45 Ton Vulcan anymore; if they do, it was stored inside their building when I drove past. They've got a two storage tracks, a loading track, and a small spur for a locomotive to sit on, and there were only 3 or 4 cars on the property - maybe things get busier when the construction season kicks in?
From studying Bing's bird's eye view maps, it looks like Port Bunge's SW8 is relegated to an area that's out of the way, but still accessible.
Harvest States / CHS's SW1 is probably the easiest of the Savage critters to get a shot of; it's stored pretty close to the highway adjacent to a large parking lot. Unfortunately it was sitting in shadow today, so I didn't bother. I'll be back again before it gets busy for the season. Built in 1939, it's easily one of the oldest locomotives still active in the Twin Cities.
Port Cargill's SW9 is visible from MN 13, but is usually stored in shadow under their loader. Appears to be at the end of a public road though, so it'd be possible to get a shot if you wanted to.
Peavey apparently has an SW1 in Shakopee just west of Valley Fair, but I didn't make it out there to look for it today. It was built in '53, so it's relatively young.