Amtrak offers a variety of train trips from Denver to near and distant parts of the country. The best known is California Zephyr, one of the most beautiful train rides in North America, which takes travelers through the heart of the Rockies. The train runs daily between Chicago ($121 to $325, 19 hours) and San Francisco ($144 to $446, 33 hours), stopping in Denver.
In winter, there's an express train to Winter Park ski area.

