Correct me if I'm wrong, but leaders assigned militia will attempt to train them at least once. By this I mean if a leader has a CR of 6 and has militia units assigned to him, he'll attempt to train each militia once. If he has a CR 0f 6 and only 4 units assigned, during the first training opportunity (at the end of the building phase) he'll attempt to train all four, leaving him two unused CR which he will use to attempt to train during the phase between the end of the union turn and the commencement of his next turn.
If the leader builds a depot or fort that turn, he doesn't train at all?
A tip: I've noticed that after the first training opportunity some militia will train. Leaders may also readjust their unit mixture, meaning leaders can dump militia and replace them with regulars if they wish. This permits a training tactic of dumping untrained militia into a leaderless state and allow the AC or TC (or other leader with unused CR) in the same region to attempt to train them. This is particuarly helpful for the Union garrison when he has Scott or McClellan in DC.
"L'audace, l'audace, toujours l'audace."