There was the oddball exception of Pullman trains, which themselves provided two classes (where there was just a single Pullman vehicle in the formation, it was divided, half each). Pullman First was indeed better than regular First Class, but Pullman Third was an odd sort of halfway house.
Continental Europe had more fluidity about classes provided than the UK, where First and Third were pretty universal on everything, except for commuter services within London, which were reduced to Third only in 1940 and never changed back. But in mainland Europe expresses were sometimes first class only, and others first and second only, leaving third class fare traffic to stopping trains only. The whole of the 1950s TEE express services launched in the 1950s were first class only. Back in the 1930s the high speed diesels introduced internally within Germany had a different approach and were notably egalitarian in a three class system - second class only.