The Japan Rail Pass fully covers the limited express trains between Shinjuku and Matsumoto.it's not clear wether some other routes, such as Osaka-Kobe or Osaka-kyoto, are covered by JR Pass either.
The JR trains between Kyoto, Osaka and Kobe are covered (except nozomi shinkansen). The non-JR trains, such as Hankyu, Keihan and Hanshin are not.