Though trains have linked Oslo and Stockholm for well over 100 years, this, as of Aug 14, 2005 will no longer be true, at least in the daytime. Aug 14 is the last day of running for direct daytime service - service will still be possible but only with a change in Goteborg - Oslo-Goteborg trains will be 2nd class only; Goteborg-Stockholm trains are x2000 high-speed trains. an overnight train will continue to link the two capitals.
Trivia Q- the only two capitals i can think of in europe in neighboring countries to no longer be linked by direct daytime trains are Oslo and Stockholm - there is also one other pair?
What's the other pair? (Again a night train links these two capitals but no direct day service.)

Try Berlin-Copenhagen, or Berlin-Paris (except for a night train), and maybe Berlin-Bern; I could not find any direct links.

Actually michael there are more than i thought - didn't think it out well, was thinking of Madrid and Lisbon. Good point. Must be many more - Den Hague (arguably capital of Holland) and many.

Rome-Paris.
Rome-Bern.
Rome-Vienna.

London-Dublin (or is that cheating?).

Many places in central and eastern Europe.

And if you want to continue the game: Oslo-Moscow, Oslo-Helsinki--just guessing, of course.

It appears that there are more capitals that are not linked than are!