Just won as the North, thought I would do the same review that I did for the south.
Starting off in New England proved to be fairly lucrative early on especially hauling passengers. Hook up New York, Philly, Baltimore and DC, but no more than that to begin with. You may want to grab the Chicago and connect it to Rockford, just to keep the Windy City out of a competitor's hands. Next, I wanted to grab a central hub for my future weapons/ammo production center, so I hooked up Cincinnati to Dayton. I was able to do all that with my starting funds, before I started the game.
Now work your way north from Dayton to Lima and Toledo (a competitor may grab Toledo, but that's ok) This was my central corridor which I later used going south into Lexington, than Nashville, and finally Atlanta. I set up my Munitions factory in Cincinnati since there was plenty of iron floating on the Ohio River, and it seems to stay consistent. Weapons, however, I set up in Lima, as the lumber supply is much more reliable there, and you can get Iron from the Great Lakes ports up that way. While you're doing all of this, work your way south from Chicago to Peoria and St. Louis. The Chicago port will supply logs for a lumber mill (I built one in Rockford) as well as iron for your war materials (both of which I built in Peoria). Saving Missouri is easy this way, just make sure you don't ship TOO much stuff to St. Louis before the war, and thus decrease it's value.
You may want to prepare for troop haulage by connecting Chicago east to Fort Wayne and Lima, and connecting Cincy west to Indianapolis, Terra Haute, and St. Louis. This way you have a complete circle to haul troops on several trains during the war. One tip for just before the war breaks out: If you have purchased ANY industries in the south that need to remain there (i.e. iron mines in Kentucky) SELL THEM! Otherwise, not only will they be confiscated, they will disappear completely!
When the war breaks out, rush the weapons/ammo from Peoria to St. Louis, and down the central corridor to Lexington, KY. Cake. Connect to Nashville ASAP so you can run supplies down there during the next year (don't even think about Louisiana, you don't need to). If you can, send down as many weapons and ammo as your trains will allow, because after you fulfill the quota in Nashville at the end of 1862, wait for Jan 1863, and all of those supplies can then be used again!
You don't have to win Mississippi to win the war, but I went ahead and ran a straight shot from Nashville to Clarksdale, MS and ran one train with 3 weapons/3 ammo to save that state as well. During that year, prepare to send every last weapon/ammo shipment you've got from Chicago, Fort Wayne, Lima, Cincy, Lexington, and Nashville down to Atlanta by the end of 1864 and you've won!
I wasn't able to send enough grain up to Albany, but it turned out to not really be a big deal.