Luis,
UP trains run through all over the US, as do BNSF and KCS - we see all three here in Washington DC regularly.So yes, it can happen. Just not very often, and certainly not on a secondary or short line.
Think of it this way - RENFE passenger trains can cross the border to Lisboa from Madrid by Salamanca, or between Madrid and Merida. Neither is the most direct route but to directly (in a straight line) youhave to get off Renfe's passenger lines, ride some regionals, and change track gauge.
It just depends on what you want to model.
And there are MANY places in the US where UP runs normally that are just as pretty as Vermont.