Amtrak use to have air-rail vacation packages, where you flew one-way and took the train the other. But this was back in the 90's or so. Not sure how it worked, but now you can't really do that.
The current code sharing is you fly into Newark, and take the train to New Haven, Philly, or a few other cities along the NEC. Now that Continental Airlines no longer exists, that is being tweaked a little. I believe the code sharing still exists, but you can no longer transfer AGR points into CO Onepass miles or even United Mileage Plus miles.