The presented paper is concerned with the propagation of Rayleigh waves in an orthotropic elastic half-space overlaid by an orthotropic elastic layer of arbitrary thickness. The layer and the half-space may be compressible or incompressible and they are in sliding contact with each other. The main aim of the paper is to derive explicit exact secular equations of the wave for four possible combinations: both the layer and the half-space are compressible or incompressible, one is compressible and the other is incompressible. When the layer and the half-space are both compressible, the explicit secular equation is derived by using the effective boundary condition method. For the three remaining cases, the explicit secular equations are deduced directly from this secular equation by using the incompressible limit technique. Based on the obtained secular equations, the effect of incompressibility and the sliding contact on the Raleigh wave propagation is considered through some numerical examples. It is shown that the incompressibility (of half-spaces and coating layers) and the sliding contact strongly affects the Raleigh wave velocity.