By Train in Castile

Though it's often faster to travel by bus, all the main towns in Castile-León and Castile-La Mancha are accessible by train from Madrid. Several make feasible day trips: there are commuter trains from Madrid to Segovia (2 hours), Alcalá de Henares (45 minutes), Guadalajara (1 hour), and Toledo (1½ hours). Trains to Toledo depart from Madrid's Atocha station; trains to Salamanca, Burgos, and León depart from Chamartín; and both stations serve Ávila, Segovia, El Escorial, and Sigüenza, though Chamartín may have more frequent service. The one important town that's accessible only by train (and not bus) is Sigüenza. Trains from Segovia go only to Madrid, but you can change at Villalba for Ávila and Salamanca.