Unfortunately the diversity of road names on 4-4-2's included in train sets is somewhat limited, because of the nature of mass marketing of train sets. I don't know set numbers off hand, but sets with 4-4-2's have included Santa Fe, Union Pacific, and Pennsylvania.
Somewhere along the way, Lionel switched the dies for the 4-4-2 set locos. Early ones in the late 1980's, early 1990's came with a water boiler (someone will correct me as to what it really is) on the front of the loco. Later this was eliminated and market lights replaced this. Most come with cast in handrails, though some have added handrails.
The recent production ones that came with separate handrails have stantions that are somewhat fragile and easily broken. I'm certain this could be part of the reason why Lionel has returned to cast in ones. Though the bent-wire cotter pin stantions are far better, I understand there's a cost factor too.
There are a bunch of uncataloged sets that come with 4-4-2's, but they tend to be commercial promotion sets, like for Ford Motor Company. Very often though, the train cars in the set are also unique to the set.
Tender shells are easy enough to switch, or to repaint, so I wouldn't completely eliminate a train set, especially if it comes with whatever track you are using (027 or FasTrack) and you like the cars in the set. As you mentioned in another thread, the separate sale parts for the 4-4-2 are often more individually expensive than buying another engine (or set).
Separate sale 4-4-2's have had little more diversity with Reading, Atlantic Coast Line, Great Northern, Illinois Central (uncataloged), Texas and Pacific, C&O, Grand Trunk Western and there are more I don't recall right now.
The 2-4-2's are a recent re-entry back into the Lionel starter line, having not been offered very much during the LTI era and beyond. They were very common in sets during the MPC years and have some more vdiversity in road names.
There have been a few 2-4-0's offered, but often these are DC only engines with no circuit board reverse, but in a few more different roads. Lionel cataloged a few separate sale 2-4-0's in the mid-1990's that had a circuit board reverse unit, and thus could run on AC. It should be noted, many of these are not diecast, but have plastic loco shells. That also includes MPC era versions.
I like the fact that Lionel has recently been putting cars into some of the starter sets that are not available as separate sale. The recent Target set had a silver BNSF gondola and there was another recent set that had a yellow and black ATSF box car.