They do offer these codeshares; in fact, last night I booked a ZVE (New Haven) to SFO on co.com and didn't have any problems. I was unable, however, to use any of those Hertz/NYC Marathon coupons for any itineraries involving the Amtrak codeshares, but perhaps this is because the discount applies only to flights on CO metal.

Did you try searching by schedule instead of price? The former gives you more options and will increase the likelihood of finding an Amtrak codeshare as part of your itinerary.