Sql server covering index and join I understand that covering index will speed up read operation if all the columns in select list are covered in the index. 

But what if I select and filter on columns in other tables as well? Would covering index still help in this case?

Here is my thought: Since the join would force the clustered key to be matched, so the clustered key look up couldn't be avoided. And by finding the clustered key we would have all the information we need thus covering index wouldn't help to speed up the read.
Not sure what you mean by:


  the join would force the clustered key to be matched.


Non-clustered indexes include the clustered index key (needed as the unique row locator).  Consequently, a non-clustered index can cover a query as long as the query references only columns in the clustered index key, non-clustered index key columns, and included columns.  

A potentially covering non-clustered index might not be used if other indexes are available to process the query more efficiently depending on the columns specified in WHERE, JOIN, or ORDER BY clauses.