I assume that you have not dismantled the engine yet. The first thing to do is completely dismantle it, making sure that you can identify where EVERY bearing, bearing cap, piston and valve came from. Though they look the same they are not and if good enough to reuse they must go back where they came from. All the drilled holes for oil will need cleaning out as these can be blocked with dried crud and will destroy an otherwise good engine.
Once you know what you need I would first look for a REO owners club/forum in the USA and tap into their knowledge. Also there must be one or more specialist vintage REO parts dealers. I would be suprised if you can't find NOS pistons for your engine. It is certainly possible that pistons from another engine could be made to fit but finding which engine is the challenge. Making new pistons from scratch is again possible but by the 1930s they had become quite sophisticated and it would be very expensive to get one set made so this really is the last resort.
Whatever you do, it is important to clean the bores and remove all remains of oil that has turned to tar before you try to turn the engine. don't think that flushing the sump with diesel and putting a big bar on the flywheel to force it to turn is ok. You might get it to run but not for long.
Good luck, David
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