Your vehicle is loaded, transported and delivered on the same transport truck. In rare cases it is necessary to use a local terminal to send a smaller truck to pick up or deliver your vehicle. This makes the loading/unloading process more efficient but rare at best.
Vehicles usually travel with the same carrier across the state or across the country. We get this question a lot. Most of the time this happens with a small carrier company you contract with directly that needs to plan out how they can get to each location saving the most money. They may not have enough cars.
With a brokered route, the carrier that takes your car is usually running between both areas you are shipping from and to. This is why it's not often you see the switching of the truck. Brokers will allow for it being a direct a non-stop shipment each way.