Yes there was some interchange, especially within the state of Colorado. DSP&P - later DL&G and CC - later UPD&G on D&RG, and vice versa. RGS cars could on occasion be spotted in Denver. In Mineral Belt 2, there is a photo of two RGS flats in Leadville. F&CC cars seem to have run all through the state, including the RGS.
In the early 1880's one third to a half of the DSP&P roster was sent to the U&N. Later U&N and Kansas Central equipment was sent to Colorado. Although for a short time it might have been possible to run the borrowed DSP&P equipment to Utah via the D&RG, it appears to have been loaded on standard gauge cars and shipped via Wyoming.
Perhaps a pay back to the D&RG for a couple of years earlier, when the D&RG sent narrow gauge locos and cars to Utah to be used on the then building D&RGW. One would has expected them to have sent them over the UP through Wyoming. But, No, the D&RG sent them south over Raton on the AT&SF to Sacramento, where the equipment was turned over to the Central Pacific for the run to Utah. Picture this: Car loads of D&RG C-16's, passenger, work and freight cars running across northern Arizona and the Painted Desert and the Nevada desert.
As to interchange between the U&N and the D&RGW, not much is known. The U&N did borrow the DSP&P equipment and some D&RG locomotives. On occasion the Pullman sleepers would be loaned from one road to another. I have seen reports of a U&N sleeper going out on the D&RGW to Colorado.
Also at least one D&RG or D&RGW business car ran over the U&N to Montana, as some muckety-muck declared he liked his accomodations and did not want to change cars.
Ron Rudnick