You can go into any station with a ticket office and buy a ticket for any rail journey. There is nothing to stop you going into London Victoria and buying a ticket from Edinburgh to Glasgow. When I worked for National Rail Enquiries it was common knowledge at the time that a cheap day return from Peterborough to Melton Mowbray and a cheap day return from Melton Mowbray to Birmingham was much cheaper than a cheap day return from Peterborough to Birmingham. As long as the trains physically stops at the station where one ticket ceases and the other takes over there is nothing they can do about it. People used to say, that if you did that you had to get off the train at the changeover point and re board. That is not the case.