I've asked for upgrades about 5 times on the California Zephyr, and most of the time got either "I'll get back to you" (never happened), "Not right now, maybe after Grand Junction" (passing the buck to the next conductor), or "There's nothing available" (not true).
Finally, a few weeks ago, I got an upgrade! Here's how it happened:
I went on a short trip from Denver to Glenwood Springs with a friend. When checking in with the conductor at Denver Union Station, I asked about upgrading to a roomette. The reply was the usual "I'll check and get back to you." Fat chance.
On the return, I checked amtrak.com the day of departure, and saw that there were roomettes available at the lowest bucket ($106). As we were boarding the train, I noticed that we had the same conductor as on the outbound. I approached him and said that we were still interested in an upgrade. As before, he said "I'll check and get back to you." After sitting in coach for 10 minutes, we made our way to the lounge car, and on the way there, ran into the conductor. I politely reminded him that we were still waiting to hear about an upgrade. He stared a us for a few moments, then said "Yes, I remember." I informed him that we will be in the lounge car. We sat there for about 30 minutes without hearing from the conductor.
Finally, I heard his voice, turned around, and saw him telling some factoid about the passing scenery to the lounge car passengers. He had what appeared to be whiskey on the rocks in his hand. He noticed us, a look of recognition crossed his face, and he disappeared for a few minutes. When he came back, he said we can have the upgrade for $106. For the benefit of my companion (who was new to Amtrak, and would be sharing the expense), I asked for a quick tour of the sleeper car. He agreed, but as the other lounge car passengers overheard our conversation, they asked if they could join the tour as well. The conductor ended up leading quite an entourage to the sleeper cars, his drink still in hand. To my surprise, he stopped at bedroom E, and asked us if we'd like to have it for the price of a roomette. I immediately said "yes," and whipped out my credit card. He took it, and then lead the rest of the passengers on a tour of the sleepers. The poor guy ended up dealing with quite a few upgrade requests at the end of it. In a few hours, he stopped by our bedroom, returned the credit card, and told us to put down "roomette 8" instead of "bedroom E" when we go to dinner, because that's how he processed the official paperwork. We appreciated him bending the rules for us.