Special thanks to Ulrike Fischer who provided the indirect definition with active \nfss@catcodes.
This work may be distributed and/or modified under the conditions of the LaTeX Project Public License, either version 1.3 of this license or (at your option) any later version.
Many free fonts are extensions of a basic font family with new glyphs or shapes. Sometimes they are given a new name due to license reasons or the creators preference.
The substitutefont package facilitates the task to set up a font family as substitute for another one in a specified font encoding.
Palatino with the standard package mathpazo for Latin and GFS Didot for Greek:
\usepackage[sc,slantedGreek]{mathpazo}
\substitutefont{LGR}{pplx}{udidot}
Palatino wiht Greek from GFS Didot: greek-palatino-didot.tex, greek-palatino-didot.pdf
Latin Modern with Cyrillic from CM LGC: cyrillic-times-paratype.tex, cyrillic-times-paratype.pdf
TeX-Gyre with Cyrillic from ParaType: cyrillic-times-paratype.tex, cyrillic-times-paratype.pdf