If you play with the JGR Patch Pack, there is a patch for drive-thru depots, which lets you place depots back-to-back, with each end open, and a train will drive in one side, service, and then drive out the other. It looks a little janky with the default depot graphics, but if you use a track set with full-tile depots, it looks wonderfully accurate, and you can make them as many tiles long as you need.
It just feels like depots should be more like stations - I think it'd add loads to the game. Being able to build big roro depots near main lines or have smaller terminus ones with many bays for lower traffic routes.
Edit: here's a 2007 thread on the forums covering the idea https://www.tt-forums.net/viewtopic.php?t=30346