In Warlords 4, there was relay vectoring possible. What this means is simply that if you vector units from city A to city B and from city B to city C, units from both A and B ended up in C - when units from A arrived at B, they continued to C. The major difference there is that vectored units actually physically travel through the map. In one of my games, I would find this useful.
And a side note: In W4 when you lose a city other cities vector to, those cities then automatically switch their vectors to the nearest city to the lost city.