I don't know about the us, but here in Canada they go everywhere. In most towns and smaller cities, your options for travel are either greyhound or personal vehicle.
They're still relevant because there is literally no alternative.
Interestingly I looked into bus travel to Oxford, Mississippi (home of the University of Mississippi) a while back. I live in New Orleans without a car, and I figured it could be an interesting weekend trip and assumed it would be something like $30 round trip by bus.
There is no bus or rail service to Oxford. Greyhound and Megabus no longer stop there. The nearest airport is in Memphis, Tennessee. Taking a cab from the airport or from the nearest train or bus station is impractically expensive.
The only way to get there is by private car. I'll go there someday if I buy a car, or if a friend of mine with a car feels like going.
They're still relevant because there is literally no alternative.