Some trains, mainly carrying bulk materials such as coal in hoppers, will remain unchanged for their entire journey. These are called unit trains or block trains.
However, most carrying containers will be comprised of cars assembled at one classification yard for delivery to another classification yard, where the cars will be separated. They will then be assembled into other trains, and so on until each car reaches its final destination. If the trains you see are comprised of containers, chances are each train is going to many different locations.