Payment with two Train companies

Hi - I have a silly question which puzzles me: when you want a make a journey which involved two different train companies (say JR and Nankai in Osaka), can you buy the whole ticket at the departure station or do you have to buy the ticket for the second part of the journey separately (like when you change train)?

Sometimes it is possible, often it is not. If it is possible, it is called "transfer ticket" or similar. Many ticket vending machines have a "transfer ticket" button, which will get you to a menu of other railway companies, lines and stations.