There are a number of service which connect across Manchester Victoria, such as Clitheroe - Blackburn - Bolton - Manchester - Rochdale, and Blackburn - Todmorden - Rochdale - Manchester - Southport (I could have misremembered the details but you get the idea).
This means if you are at Blackburn and want to go to Rochdale you take the (eastbound) Southport service, not the (westbound) Rochdale one. (For Southport you would take the Rochdale train and change at Bolton) Likewise if you are at Manchester Victoria and want to go to Blackburn you take the (westbound) Clitheroe train, not the (eastbound) Blackburn one
There is also the aforementioned Liverpool - Manchester Picc - Manchester Airport - Crewe service.
Doncaster - Peterborough via Lincoln and Sleaford is another one, although until the regular LNER service began last October, Lincoln to Peterboroough via Sleaford was often quicker, and certainly more reliable, than via the desolation that passed for interchange facilities at Newark Northgate.
Honourable mention for Blackfriars - Wimbledon via Tulse Hill, which is quicker by the District Line, and even quicker by walking down the road to Waterloo