I can't say for every station, but at smaller stations (such as KIN or NLC) WITHOUT GATE AGENTS, I have just boarded and the Conductor took my ticket with no problem. However, at large stations (such as NYP, BOS or PHL) WITH GATE AGENTS, they check to be sure your ticket is for #95, #93 or whatever. If not, I have been made to go to the ticket window and get a ticket for that train!