Hi,
I have had similar questions regarding pain, and until discovering this forum, I have had to do my own research. My understanding is that a recent ruling allowed Pain programs to be open to Anesth, PM&R and Neurology residents. While a lot of Anesth programs take Anesth. residents, many of them take PM&R residents also (and perfer to in order to increase diversity).
I am in my intern year for internal medicine, and I just did a pain elective with the neurology department (I'll start PM&R next year). The neuro-pain doc admitted that a lot of his patients might have been better served going to a PM&R doc (lots of back pain for example). It's a shame that PM&R lacks the widespread exposure. He is not into prodecures, so he mostly handles patients with meds and will refer to Anesth. for big time blocks, etc. He specializes in chronic headaches.
I agree with Ligament and the other posters. In the real-world, once you establish yourself as a pain specialist, nobody really cares what you did before. Its just a matter of establishing your pain "niche". Hospitals and practices have their own connections with certain pain docs. There is so much demand for pain docs, that competition is not as fierce as it might appear.