Gwen,
I did a search of the Death Index (1925-1930) and did not find George 'Anthony' listed in Harrison county. There was a 'Geo W. Anthony' who died in Bexar County in 1929. Do you know that he died in Marshall?

Was he, perhaps, on one of the routes of the T&P railway. If so, he may not have died in Marshall. Regardless, the Marshall station is now a railway 'museum'. The Harrison County Historical Society may be able to tell you about the history of the T&P - and the specific newspaper of the year in question. I suspect it may be the Marshall News Messenger.

There is also a site for MOPAC (Missouri and Pacific). They owned the majority of the T&P stock and (eventually) incorporated the T&P. History buffs may know which year the accident occured, and where. [Do a search for MOPAC.]

Meanwhile, I'll check my local Texas resources. A large accident may have made the major papers. Shreveport, thirty miles to the east, could also have carried the story. Without an exact date, it will take some time.