Microscale sells a generic set of Pullman heavyweight sleeper names (60-1221). Unfortunately, they are for car types (14-section, 8-1-2, 10-1-1 and 12-2) that MTL has not released yet. IIRC, they also have railroad-specific sets for ATSF, PRR, SP, WP and UP cars (not sure if any of those are still in print, though).
Cheers,
-Mark