Depending on what kind of service is being modeled, a lot of connecting cars, especially Pullman style sleepers, ran through in other company's trains, it was not be unusual to have one or more depending on size of train.
There were once New York and Chicago to Florida routes which two, three, or more, companies collaborated on.
The Silver Meteor comes to mind. Just offhand, PRR, SAL, FEC, and maybe even the RF&P, collaborated on it.
PRR and L&N had a common train I forget the name of and am too lazy to go look up right now. Want to say L&N did up a streamlined steamer in Tuscan red for it.
On some of these kinds of trains, the minor players would have some of their own cars in the major outfit's paint color.
Not that big a deal with unpainted stainless steel cars though.
Things would also change as mail, express, and diner, cars were switched in and out along the way.
Example -
Within one company, car styles might change: on outbound trip from Big City Union Station to Far Away, Train A1 might have a heavyweight diner, then drop it off at Whereverville for inbound Train A2 to pick up on the way from Far Away back to City Station.
Two days later, maybe Train A1 gets a smoothside diner as the heavyweight was serviced at Big City Union Station then sent out on another train which was ready at same time diner was.
An example of a joint service:
Railroad Y goes from Far Away to Big City. Railroad Z goes from Big City to Seaport Metropolis. They run a joint mail and express through service from Far Away to Seaport Metropolis. Whichever company's car was the one available when needed is the one which shows up in train.
They also run a through sleeper service using whichever RR's, or Pullman owned, cars as available.
And 2/3 of the way from Big City to Far Away, some of Railroad Y's trains which are not Non-Stop Limiteds, pick up a connecting coach from Railroad Q to take on in to Far Away.
Passenger trains could end up with quite a varied, and variable, mix of equipment.
