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Non-passenger coaching stock (NPCS) such as the 'Stove R' often crossed company boundaries particularly on parcels trains and other express goods trains. I'm uncertain to what degree it might run in another company's train. Bear in mind the 'Stove R' was to NPCS what the ordinary brake or guard's van was to the unbraked goods train, and these tended to be confined to their own company's trains, only crossing company boundaries to get to a marshalling yard where loco and brake van would be parted from their train and attached to one heading back to where they'd come from.

But there were exceptions. Sorry I've no specific examples, however.
 

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NPCS travelled far and fairly wide across company borders, some lines being more likely than others, joint lines and the S&C being good examples. Whilst a Stove R had accommodation for a Guard it wasn't always used, if there was a nice comfortable Bogie Brake coach in the formation a Guard would prefer that to a bumpy 6 wheeler! Vehicles like stove R's were used as milk vans for churn traffic as well as parcels which would/could have been sent for their whole journey over company metals rather than tranship. I have seen a picture of a GWR Milk Train consisting of 2 x GWR Tankers, an LMS Road tanker on a flat and a GCR Pollitt London Extension Brake Coach. SR 4 wheel utility vans turned up everywhere from Mallaig to Penzance. There is a nice pic of a Stove R at Wandsworth Common, hauled by an LMS Fowler 4MT, probably off the Willesden - East Croydon Parcels, this is on the SR(E) group site. This may not quite answer your question but may help.
 

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I like the look of this in the pre-war LMS maroon. Would there ever have been circumstances where one could have been marshalled into an otherwise LNER train?...
As per above replies, this is a classic 'rule 1' job. If you like it, run it. Somewhere or other, something like this will have happened, the LMS and LNER were intertwined throughout most of England and Scotland and a part of North Wales, with shared routes and more junctions than anyone could quickly shake a stick at.
 
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