I've seen videos of various N&W passenger trains with NYC ( usually 1-2 ) and Richmond Fredericksburg and Potomac cars ( usually 1-3 ) mixed into the consist.
For a short time the B&O ran a through sleeper via Santa Fe to Los Angeles and Santa Fe through sleeper via B&O to Washington DC from Los Angeles. The cars interchanged in Chicago.
For only a few years ( 1913- 17 ) during the early 20th century the Western Maryland Railway ran through passenger trains from Baltimore to Chicago and visa - versa via the Pittsburgh and Lake Erie, the Erie RR, and NYC. The trains were named the Chicago Limited, the Baltimore Limited, the Eastern Express and the Western Express. The power change to PL&E was made in Connellsville, Pa. which pulled the WM train to Youngstown Ohio then onto the Erie which pulled the train to Cleveland where NYC power took over the rest of the way to Chicago. The four trains had Pullman cars in the consist. Although I do not know of any foreign cars ( other than Pullman which was pretty standard in the consists of many railroad's passenger train before AMTRAK ) in the consists of these trains ( very doubtful if there was ) , there were 4 different railroads powering these trains.
