In RW the letter in the TRN is pretty well irrelevant because the majority of destinations are off the edge of a map, and practices also vary according to the different regions. Most scenarios are written with fairly random codes except those few that are recreated from proper working timetables. I also can't find any detailed breakdown of what each letter means within a region, but
Wikipedia explains the concept in general and lists the inter-regional codes.
There are some general trends that apply across the network, and no local destinations have these letters...
1. Z denotes a railtour, maintenance or other non-standard light engine or non-revenue passenger train service.
2. Q is a track inspection/measurement service, alerts signallers that it must not be switched onto a route other than that which it is measuring.
3. X is the Royal Train.
4. All services with a 9 on the front are TGV services to/from linking London. These trains have 90xx or 91xx all-numeric codes but when they have to interact with regular UK controllers they use the 0/O and 1/I visual similarity to become 9Oxx or 9Ixx .