In my experience buying a VW and a Mazda, the financing I've been offered has been through another company. I don't remember who the VW bank was (financed through my credit union at the time), but the Mazda financing is a co-branded Chase loan.

According to Wikipedia[1] Ford is the only one of the big three Detroit manufacturers to still have it's own financing arm. As you noted, GMAC spun off into Ally, and Chrysler Financial was bought by TD Bank.

[1]: http://en.wikipedia.org/wiki/Ford_Motor_Credit_Company