The only places I've heard of "through clearances" being issued were Grand Island, NE (quick refueling stops in the past) and West Pacific islands, like Pohnpei and Chuk for the island hopper of CO. I doubt there are any airports in the US domestic you could count on one.

Not sure why this is an issue for the OP, it's pretty simple to file for each leg and are you SO pressed for time that you cannot GE the clearance? I hope not and do multiple leg days, even in the Global.

Through clearances are in the AIM P/C Glossary.

GF