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That depends on a few variables. Some early passenger lines between two cities can be fine with just 2 Passenger-only trains. But that's for when the cities are relatively close, the trip is quick, and there's no congestion. If there's nothing getting in the way, then more trains will just start splitting up the available passengers.
It should become apparent if you need a 3rd train, if you've got passenger-only, no-mail trains. But 2 goes a long ways.
@Tobias you do get some profits from transporting eg. cloth a city over, but it's one less train (or more!) clogging your network to move a good. That said if eg. Brussels and Amsterdam have cloth but you put clothing in Eindhoven, then it's easy to link them so all 3 have their cloth and clothing needs met (and Brussels and Amsterdam can just have an Express between them). It's not always a bad idea to put clothing+cloth or lumber+furniture etc. etc. in a city together.
Is it really better to build 2nd tier industry in same city rather than direct neighbor? One would say that industry has to factor cost of input transport into costs, so having it directly should increase industry profit. Does it, though?