We are going to Madrid, Segovia, El Escorial and Salamanca. But we can't figure out how to get from Segovia to Salamanca. Would it make more sense to go to Madrid by bus to El Escorial then to Salamanca by train. And then to do segovia separately from madrid on a train.

We did this (in reverse) a few years ago and we had to go back to Madrid to make the connection. Maybe things have changed since then, but unless you rent a car, this seems to be the way it is, and your 2nd plan may make the most sense. But maybe others have some better ideas. But believe me, both are well worth going to!

thanks art lover! Its nice to know that someone else has done this.

You have a bus between Segovia and Salamanca. The website is :
www.auto-res.es (click on the UK flag for the English version)

You can take a bus to Avila, then go on to Salamanca. Avila is a great day trip between the 2 cities also.