The most confusing splitting of trains that I've personally experienced was while travelling from Kraków to Austria, where the IC114 from Przemysl is advertised on all screens and announcements as going to both Prague and Budapest. I heard discussions onboard, from other tourists, wondering which city it goes to first, and some being surprised that it goes to both.
However, when it reaches Bohumin, it draws up alongside the IC131 from Warsaw, which is also advertised as going to both Prague and Budapest. The rear carriage of each train is detached, and swapped to the rear of the other train. Then one train goes to Prague, one goes to Budapest, and each train contains a mixture of carriages from different origins.
It's a clever system, but it's very badly communicated, particularly if you aren't paying 100% attention! So long as you sit in your reserved seat throughout the process, you end up in the right place. However, I wonder how many people return from the restaurant car after lunch to find their train has exactly the same number of carriages, but their baggage is apparently missing and they are heading to the wrong city!