Watford Junction in my experience going toward Euston staff are good at spotting people intending to join trains that are not adverted and stoping most trying to get on. Going north trains are not adverted Watford at Euston that pick up only.
Coventry Wolverhampton Birmingham Int and New Street they are advertised between the places. I think same at Stockport and Manchester Picadilly.
A very long time ago (when I went to school) all up trains from Manchester to London or Birmingham were "pick up only" at Stockport and Wilmslow, and during also peak hours only also at Macclesfield. In the reverse direction, "set down only" at Wilmslow and Stockport, however nobody would stop you boarding a down service at Wilmslow if you happened to be on the platform when it rolled in of course. This makes a lot of sense, and had to do with being able to leave before booked departure time in the down direction, which could happen.
The way in which ticket revenue is allocated to train operating companies changed this sensible approach, so that virtually no services are restricted in this way any more, meaning that Avanti now gets a percentage of a Manchester-Stockport or Manchester-Wilmslow fare revenue.
It was never about preventing people boarding really. I used to go home on the 16:23 or 17:12 Manchester-Macclesfield and never had a problem getting off at Macclesfield. My sister once didn't pay attention and got diverted via Crewe, and came home rather late but not having to pay extra from there to Macclesfield.
But I agree that Watford-Euston has always been an exception and generally policed.