Shuttle in OlympiaCapital AeroporterShuttle service from Olympia to Sea-Tac Airport. One-way fares from $45. Train Station in OlympiaCentennial StationThe closest Amtrak station to Olympia; in the nearby town of Lacey. Bus in OlympiaIntercity TransitOlympia's public bus system. Fares start at $1.25. Bus in OlympiaGrays Harbor Transportation AuthorityBuses to Aberdeen and the coast. Bus Station in OlympiaBus StationGreyhound bus stop.