Train consists typically list car initials and number, position in train, and commodity. Often the destination and consignee is included and the next interchange railroad. Only rarely is the origin and shipper included, so educated guesses must often be made about where the cars came from.

Older consists such as this Cliff C. Bingham Conductor Book often include where the conductor took possession of the car and where it was set out or given to the next conductor at a crew change.
Modern consists such as this New York Central ML-12 consist usually show the blocking of the train.

Consists can be found here:
Atchison Topeka & Santa Fe
Chicago & North Western
Chicago Burlington & Quincy
Delaware & Hudson
Delaware Lackawanna & Western
Denver & Rio Grande Western
Erie
Green Bay & Western
Illinois Central
Milwaukee Road
New York Central
Pennsylvania
Rutland
Southern Pacific
Union Pacific