well let me add
really early or primitive US rrs sometimes used white or red flags during the day
as noted typically 1 but more often 2 lamps to the rear mounted high
and.....
sometimes a lamp on the caboose cupola roof as well -some small little boxes about the size of a caboose lantern-others the size of a huge box loco lantern-dont see these roof lanterns much after 1900 if i had to estimate -these were used not only for the rear but also to signal the engineers as i understand things
the lgb US lanterns, i think, were scaled to accommodate LGB's original brass lamp socket and 24 volt yellow lamps (as were their German lanterns)
as for ozarks -they can be lighted
having used white metal i now opt for brass despite it being more expensive -+initially
but heres my 2 cents
purchase brass instead-such as trackside details-why?-they are infinitely more robust and can be soldered onto hollow piping etc-they tolerate crashes and handling much better
or, get a prelighted adlake, available in g scale from the US company TOMAR-12v max incan
- works fine on 6-9 volts-beautifully proportioned -some in r-y-y or the most common r-g-g
these TOMARS REQUIRE drilling a hole in the wall of your caboose or passenger car as they have a rounded protrusion on the wall side -they are fairly bright even at half voltage
-nice and small and have great color in the lens-these work particularly well on LGB old style western coaches-better than the LGB lanterns in my experience-(done both-the only advantages to LGB are plastic and thus a bit more forgiving of toppling and landing on the lanterns lens, they can be slid out-for storage or simply not using them, as well as using straight track voltage and ease of bulb replacement)
since im rather fond of lights-in my limited research
r-g-g is by far the most common
SR and ATSF used r-y-y (im sure there were others)
and some oddballs including a UP oregon shortline -used my favorite -r-y-g (UP was r-g-g)
as Neil has noted aspect were used-when on a siding for a passing train oncoming train etc-on lantern might be rotated to change the aspect etc
i have never seen white on any picture of any caboose in the US-doesnt mean it didnt happen-just ive never seen one in looking at pics in 50 years of train worship
blue was most often (only as far as i know) for work crews
LEDS-not the best as they are highly unidirectional-side lighting is often limited-i understand this can be helped by roughing the surface -such as with fine sandpaper- to disperse the glow
LEDS are great on those tail lights used on more modern equipement that did not have side lens-red LEDS shine very poorly through green lens-
hope this helps
i personally have used all of the above and for least brain damage and handling -i like the LGB US versions if you can find em-to color the side lens-you can use Tamaya clear paint-or my hands down fav-get some bits of stage lighting gel if you can -color is fantastic
I use the 12 inch to foot scale anyway when I work. 
