Not the case. Through Pullmans to and from the West Coast were operated for about a decade after World War II, and only between New York and Los Angeles and San Francisco. Participating railroads were B&O (bringing Washington and Baltimore into the picture), NYC, and PRR in the East, and ATSF, CB&Q-DRGW-WP (I think), C&NW-UP and -SP, CRI&P-SP--I think that's the lot to and from the West Coast. There was service through St. Louis to Texas points via MP and SLSF-MKT. Since all routes used the major trains, that meant the Pullmans arrived in Chicago from about breakfast time to early afternoon (the great majority of passengers destined to Chicago rather than beyond) and the connecting trains left after the business day for the same reason. The major advantage to through passengers was the ability to leave their stuff in their room and do a little sightseeing during the afternoon. David P. Morgan, in Trains magazine, referred to the arrangement as a "glorified baggage transfer."
In any event (not having an Official Guide handy), there were no through cars from San Francisco to New York in 1929. A free transfer service for passengers and baggage traveling on through tickets was provided by Parmalee Transfer and included in the through fare at the expense of the railroad leaving Chicago. The only practical route not requiring a change of stations in Chicago would have been WP-D&RGW-CB&Q-PRR. The fare for transportation charged by the railroads would have been the same via all routes.
