Metro-North trains run from New Haven to New York with connecting trains to Waterbury and Danbury. For more information see http://www.mta.info/mnr. Metro North is a cheaper option for traveling to New York than Amtrak. The MTA eTIX app lets you use and purchase Metro-North tickets on your smartphone or mobile device – see www.mta.info/mta-eTix-promo for details. For information on discounts, see http://web.mta.info/mnr/html/fares.htm.
Amtrak trains run from New Haven to Boston via New London and Providence and south to New York, Philadelphia, Washington and intermediate stops. The Vermonter route runs north to Wallingford, Meriden, Berlin, Hartford, Windsor Locks, Springfield, Holyoke and destinations in Vermont as far north as St Albans at the Canadian border. For information see www.amtrak.com and for discounts see https://www.amtrak.com/deals.
Shoreline East trains run from New Haven to Old Saybrook with some trains running as far as New London. For information, see www.shorelineeast.com and for discounts see http://www.shorelineeast.com/tickets-and-fares
For information on the free commuter bus running between Union Station and the New Haven Green see https://www.cttransit.com/services/union-station-shuttle-new-haven.
Inter and intra state bus service
CT Transit offers bus service to destinations as far as Hartford and Waterbury with links to other bus services like 9 Town Transit’s connecting in Madison for points along the shore and Connecticut River. Other bus services that travel long distances in and out of state include Greyhound (www.greyhound.com) Peter Pan (www.peterpanbus.com) and Megabus (http://us.megabus.com/new-haven-to-boston-bus.aspx) which all operate from Union Station in New Haven. Wander (www.wanderu.com/en/ is a great resource that compiles all bus/train long distance options with prices and times.