My 1992/1995 stock trains for the London Underground are equipped with changeable destination blinds (Ctrl+NUM8 while driving the train).
With this train you can (for example) start at High Barnet displaying "Kennington", and (when arrived at the Kennington loop) change the destination to "Edgware" without leaving MSTS.
Available here (Northernline including Waterloo&City Line, and trains):
http://www.simulationexpress.co.uk/downloads/msts.php
Or more in general (valid for all trains); open the texturefile (*.ace) (which contains the destination you want to change) with a tool like "TGAtool2", change it (with Paint), and use TGAtool2 to convert it back to the ACE-format.