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Amtrak, for example, lets you pack a bike in a box for $10, carry folding bikes on as luggage, and even offers several trains with walk-on bike cars. Every company is different, however, so don't just buy a ticket and expect your bike to get on easily. You need to do your homework ahead of time to make sure you can transport your bike effectively. Expect a handling fee for bicycles, especially if they are not boxed up. This involves removing all the pieces, stripping off the handlebars, wheels, and pedals so that the bike fits in a large box. While you can usually get old boxes for free or cheaply by inquiring at your local bike shop, entrepreneurial packers can potentially fit the bike very large TV or appliance boxes. If you are uncomfortable with bike mechanics, you may want to get your local shop to break down the bike for you. You can then take the bike to a local shop at your new location to get it back together, for a small fee. This may be important for ensuring you're not carrying too much on board. Check the train service's website for any weight restrictions. Amtrak, for example, has a 50lb limit. This, however, should be more than enough for your bike. If you cannot weigh the bags at home, most Post Offices have a large scale you can use before you leave. Talk to the staff at the station about where you need to be, protocol, and tagging your bike so you can get it later. For longer trips, or anything requiring that you dismantle your bike and pack it in a box, arrive an hour before departure. Many bike shops will break down, package, and ship your bike across the country for you at a nominal fee, usually $20-30 plus shipping. Shipping, however, can get expensive. If you want to do it yourself, you should remove the wheels, handlebars, seats, and pedals and pack them into a bike box or large TV box, then ship the package from a post office, UPS, or FedEx.
Check your train's bike policy before booking a ticket. Know that you may need to pack your bike in a box. Weigh all of your checked bags and the bike before you leave home. Show up well ahead of time to get your bike on the train. Consider shipping your bike long distances.