First off, to clear up one bit of apparent confusion, the B&O never entered Detroit on its own tracks. It terminated at Toledo, and passenger trains entered Detroit on trackage rights over the Pere Marquette, C&O, and NYC, depending on the period you're talking about. Any Detroit (or other Michigan) freight traffic was handled strictly on an interline basis -- no trackage rights involved.
Before 1947 C&O also terminated in Toledo; its passenger trains used Pere Marquette track to enter Detroit, and freight similarly was handled on an interline basis. But the C&O directly controlled the PM, dating back to the mid-1920s, so that the two railroads essentially operated under a single executive management.
In 1947 the C&O fully absorbed the PM, so afterward the entire PM system in Michigan and Ontario became C&O. C&O/PM's primary Detroit freight yard was Rougemere, which still exists as CSXT's yard. Back in the Detroit River carfloating days, there was also a large waterfront yard under the Ambassador Bridge. C&O passenger trains always used Fort St. Union Depot. B&O used Fort St. until some time in the 1950s when it switched to the MC station. After C&O took control of B&O in 1963, B&O was switched back to Fort St.