Head End Power is the US terminology - so the wagons are heated and electrified. Heat is supplied electrically or through a boiler on older locos.
Once upon a time, coaches used steam heating. This was entirely logical when the traction was a great big teakettle. With dieselization, however, this became a problem; passenger and freight engines were distinguished by whether they had a donkey boiler to provide hotel steam, and these were maintenance headaches (and in the case of the SDP-40, a stability issue). Moreover, as time went on passengers demanded air conditioning, which required far more electricity than the axle dynamos for the lights could provide. However, beginning with the Amfleet coaches in the early 1970s Amtrak went with electrically-heated coaches. This would seem to be logical again, given diesel-electric traction, but it was soon found that it worked better to carry a separate, smaller HEP diesel rather than tap hotel power off the main generator (the original F40s were nicknamed "roarers" because even at station stops the prime mover had to keep rolling at 900 rpm to keep the lights on)