And on those sold out days, it still may be possible to get bedrooms from, for example, Sacramento to Denver, or Denver to Chicago, if you willing to sleep one of the two nights in coach on your preferred departure date.
One need not necessarily spend nights in coach on trains with sold out sleepers between ticketed points as long as you're willing to be patient and do a little digging. What many new and returning Amtrak passengers don't realize is that when city pairs are entered into the reservation system, the availability for sleepers is searched based on the same accommodation location and type for the entire trip. If any part of the trip doesn't have an accommodation for the entire city pair, the result returned is "Sold Out", even if there is an available accommodation which might be literally next door for a part of the trip.
To put it in simpler terms, it's like a hotel which is sold out of single bed rooms for the duration of a stay, but has such a room available for half of the stay and a room with two beds for the rest of the stay. The only issue is in getting the guest to be willing to change rooms in the middle of the stay. (The difference between the hotels and Amtrak is that room assignments for hotels are generally not made until the expected date of arrival, whereas Amtrak's room assignments are made at the time of reservation.)
So to use the example which
Ronbo provided above, October 10th might not be sold out at all between SAC and CHI, but only sold out of the same room between that city pair. (To clarify for the OP, AmSnag uses the same information that is publicly available to passengers to determine availability and pricing.) So, as an example, there may be a bedroom available in Car 632 from Sacramento to Denver in Room A and another bedroom available in Car 633 in Room C from Denver to
Sacramento Chicago. The passenger could book that routing themselves (assuming they knew it existed) as a split ticket, but it's better to have agent assistance in order to verify availability and to combine on a single ticket if possible with the lowest possible pricing.
Experienced agents (at 800/USA-RAIL) can look at the inventory in several ways and can determine if a train is completely sold out for the routing or just sold out of certain types between certain points. The really helpful agents will work six ways to Sunday to get you the accommodation type you want as close as possible to each other as long as it's available, or at least make sure you get to travel in a sleeper for all of your trip as long as it's possible, by combining room types. [A cautionary note: an inexperienced or disinterested agent will simply tell you the train is sold out for the city pairs. Just call back and try again with another agent.]
As always with anything Amtrak (or travel-related for that matter), it helps to be as flexible as possible: moneywise, time-wise, and experience-wise.
[Edited for clarity with original erroneous material in strikeout.]