As a rule, express cars would be on passenger/mail trains, but I have seen a photograph of an occasional express car on a freight train.
The Penn ran a curious mail and express train from Baltimore to Buffalo. It carried express cars, baggage cars and coaches. Behind the coaches it carried merchandise box cars that did not have pass-through steam lines, This is why they came after the passenger cars. The Penn had cabooses assigned to that train. Bowser even issued an N scale porthole caboose (I forget the Penn class designation) lettered for this service.
I do not know if the Penn ever ran a train like that in Ohio.