The Continental Limited was the Union Pacific’s secondary train from Chicago to the Pacific Coast. Early in its life, the train foreshadowed the late 1960s “city of everywhere” by going to all three of Union Pacific’s coastal cities, with the Portland section splitting off at Green River, Wyoming and the San Francisco and Los Angeles sections splitting up in Ogden.
Like the Oregon-Washington Limited, the Continental Limited isn’t in Wikipedia’s list of named passenger trains. I don’t see it in a 1910 Official Railway Guide, but it is listed in the 1921 guide with westbound trains numbered “Second No. 19 for Los Angeles,” “2d No. 19 for Portland,” and “2d No. 19-S for San Francisco.” First No. 19 is the Pacific Limited which goes over the Milwaukee Road instead of the Northwestern from Chicago, then follows the same schedule as the Continental Limited to Ogden, then somehow leaves Ogden 50 minutes before it arrives in order to reach San Francisco two hours before the Continental Limited. Eastbound trains are number 20 except there is no 20 from Portland, its place being taken by train number 4, the Atlantic Express, which splits into Chicago and Kansas City sections.
The 1929 ad above lists the Continental Limited to Portland and Los Angeles, but not San Francisco, its place having been taken by the Pacific Limited. Note that by this time there are two daily trains between Chicago and Portland, three between Chicago and Los Angeles, and four between Chicago and San Francisco.