It really depends on what the workers are doing and what their exposures are (and how much of it is site-specific) as to the extent of the training, as well as whether a specific OSHA standard applies that has specific requirements for host/contractor work. Generally speaking temporary agencies are responsible for general training and host employers are responsible for site-specific training.
With specific regard to lockout/tagout, there are several layers of training in 1910.147 depending on whether the workers are “authorized,” “affected,” or “other.” See paragraph (c)(7). Also, 1910.147 has a few specific requirements for host/contractor interaction.