In a bay window caboose, the crew monitoring the train sits in the middle of the car in a section of wall that projects from the side of the caboose. The windows set into these extended walls resemble architectural bay windows, so the caboose type is called a bay window caboose. This type afforded a better view of the side of the train and eliminated the falling hazard of the cupola. The bay window gained favor with many railroads because it eliminated the need for additional clearances in tunnels and overpasses. On the west coast, the Milwaukee Road and the Northern Pacifc Railway used these cars, converting over 900 roof top cabooses to bay window cabooses in the late 1930's. Milwaukee Road rib-side window cabooses are preserved at New Libson, Wisconsin, the Illinois Railway Museum, the Mt. Rainer Scenic Railroad, and Cedarburg, Wisconsin.
When the shift was made from wooden to steel caboose construction, a new type of caboose also arrived. The new caboose design replaced the traditional roof-mounted “cupola” with “bay-windows” attached to the sides of the caboose. As freight cars grew taller, the effectiveness of cupolas as practical observation points was diminished. This was especially true on lines that suffered from low clearances and were incapable of making cupolas high enough to see over the top of the tallest freight cars. Cabooses were prone to rough handling, and many a trainman was knocked out of his perch in the cupola and injured when he fell. The new caboose design was safer as well as more effective.
Here is a long list of N Scale Model Bay Window Cabooses