You have one main town, and one large yard you use as a classification yard. The yard is partitioned in such a manner that each quadrant contains cars for a specific route. When trains run, they leave one of those yards for their destination returning to the main town. Upon returning, the cars are to be placed into the appropriate classification quadrant for the next leg of the journey.
This How Do I... will show you how to set that up.
The first step is to create the town the yard will be in. Then you make a yard for each quadrant, and one as a master to the others. For example, you decide to that the yard is classified into 4 quadrants: North, South, East and West. These will be used to store the cars for the next move up the appropriate route. None of these yards will house the locomotives, so you will actually need one more "yard" for that. This fifth yard is actually the master to the other four. Thus when you enter the yards you should have this:
Notice that the Main Yard is the common yard and that is all it does. The North Yard is the default yard.
Once you have done that then create the routes you need to join this all together. In this case, you will most likely have some form of spoke design with the Main Town in the middle, with the routes radiating from there.
Next is the creation of the trains. Each train starts at the Main Town and the respective start and end yards. For example, one train starts from North Yard, visits a few towns and returns to South Yard. You do not want any cars picked up from any yard except North Yard, but upon return you want the train to be able to drop off cars at any of the yards.
You do this after each train is created by setting the Train's Yards. There is a sub-tab off the Trains tab where you can select the yards these trains visit.
As you can see each train has a From and To yard. Those are not changeable in this view. The other yards in the Main Town are normally accessible to the trains. But in this case the trains are only to drop cars off at the other yards not pick any up. Double clicking the white cells under the yards will allow you to toggle through the options of what each train can do at each yard. Stop the clicking when the cell says Drop Off Only.
That's it. Now when your train returns with cars destined for other routes, on the switch list in section 3 you will see each of the drop off yards listed and the cars to go there.