The .40-60 WCF was one of the "shorter than .45-70" cartridges made to function in the Winchester 1876 lever action repeater.  First made in 1884, last made in 1936.  It was loaded with 62 grains of black and a 210-grain lead bullet.

Campbell's Volume 1 says the .40-60 WCF barrels were rifled with a 1 in 40 twist.  That would indicate the use of a light bullet.  You could probably use commercially available pistol bullets or cast equivalents.  If you intended to use the heavier bullets now popular for the .40-65, you might find them keyholing.

The .40-60 WCF was about the same case diameter as a .45-70, but had a larger diameter rim, listed as .630.  The case is listed as 1.875" long and is tapered and has a slight bottleneck.  You can probably make functioning cases from .45-70 cases, providing the extractor can grab the rim.  You could probably use .40-65 dies for experimental case forming & loading until you obtained proper dies.    

If you use turned brass cases, the .630 rim will cause a price jump because larger rod stock must be used to turn the rim to proper diameter. If the rifle will function with .625 rims, then 5/8" rod stock can be used.

If you find original cases, they will be loaded with corrosive primers, maybe with mercuric primers, and with black powder.

From what I can find there were only 1463 made in the Single Shot , a fairly scarce caliber .

Thanks for the info guys.  I'm still undecided on this one.  Ok....really I've decided but my wallet has not yet decided.  The rifle is in shootable condition.  It could use a restocking and the receiver has less than 20% finish remaining.  The bore however is in excellent condition.  Much better than the exterior would have lead me to believe.  It would look good in the safe next to my original Lo Wall 25-20SS too.  I wonder if I can convince my wife that our baby (due in March) needs this rifle.  We could call it a lesson in history.