Prequel to the "Boxcar Children" series, by Patricia MacLachlan (author of Sarah, Plain and Tall). Early Middle Grade historical fiction, approx. 140 pages.
First things first: I did not grow up with the Boxcar Children (not sure why; I just didn't), and have only read a few of the original books by Gertrude Chandler Warner. But I totally sympathize with Ms. MacLachlan's desire to know more about the children and where they came from.
In this simply written story, MacLachlan tells of the months before the children become orphans (you guessed that from the title, right?) and hit the road on their own. She tells of their life on the farm, working hard to make ends meet, but happy and comfortable enough as a family to welcome others into their lives and home as the poor displaced by the Depression begin passing.
In many ways, the story reminded me of my ancient Bobbsey Twins books. The children manage more adult things than you'd expect (again, we knew that of them). They even put on a circus (that was the biggest "Bobbsey" moment for me) with simple tricks and a cow dressed as an elephant. Oddly, the adults in the book don't seem to question the kids' decisions very much. In particular, when the children decide they must run away rather than trying to contact the grandfather they believe doesn't like them, they confide in their neighbors. To my surprise, never once do those adults ask if they are doing the right thing. I can see them ultimately deciding that the decision is for Henry and Jessie to make, but I did expect a little pushback.
Ultimately, it's a sweet, not terribly real (despite historical details) story that takes about an hour to read and offers one answer to the mystery implied in the opening lines of The Boxcar Children: "No one knew them. No one knew where they had come from." Beats the heck out of the hundreds of generic spin-offs written over the years to keep the franchise going and "update" the characters.