Some thoughts on what the Pennsylvania Railroad did.
During the steam to diesel transition, the Penny owned about 10% of all freight cars in interchange service, so everyone should have a Pennsy car or two in their freight trains.
Depending on the era, Pennsy freight trains were 40-60% Pennsy cars with the rest of the cars from other roads. Probably the same with other large roads like the NYC, SF, UP, etc.
As Curt stated, many roads would have agreements with other roads for passenger through car service, either between the Gulf Coast and East/West Coast, and between West Coast and East Coast. For my Pennsy passengers trains I have two cars for coast-to-coast service.
First is a Golden State sleeper that was carried over three roads. Going from west to east: SP from Los Angeles to Tucumcari, the RI to Chicago, and the PRR (NYC on alternating days) to New York City.
My other coast-to-coast sleeper is a California Zephyr car. This car started out in Oakland (bus from San Francisco) and via the WP to Salt Lake City, the D&RGW to Denver, the CB&Q to Chicago. From there, again on alternating days, the Pennsy or NYC took it to New York City.
Like all the major roads, the Pennsy had several other agreements that had sleepers go to the Mid-West and Gulf Coast.
