Train From Interlaken- To Zurich
 

I want to know if there are train services in the morning of Dec 31 05 from interlaken (or wengen) to zurich. I am planning to flight from zurich to paris at 5:30 pm

All KINDS of trains that day.

use the GermanRail site to check schedules:

http://reiseauskunft.bahn.de/bin/query.exe/en

or the SwissRail site at www.sbb.com

Many of the connections from Interlaken to the Zurich airport require a change of trains in Bern, but the departure at 10:56 from Interlaken OST (11:02 from Interlaken West), requires no change of trains.

If you have heavy luggage, the no change option might be highly beneficial.

As Intrepid1 said, there are trains all day long. Must be 30 or more.

Thanks

Now, once I know that, the next question is if it's neccesary to buy the tickets right now or I can purchase them at the train station that day.

That's an easy question. Buy it once you are there. I would buy it when I'm luggage free so not exactly on the day of departure but otherwise no need at all to buy long before. Many of Swiss trains are not even reservable.

Instead of going fastest way via Bern, you might take bit longer route Interlaken-Brunig Pass route to Lucerne then to zurich - takes about an hour longer - maybe a bit more as you must change twice - but Brunig Pass route one of most scenic mountain mainline trains in Europe - uses cogs part way is so steep - and Luzern one of loveliest cities in world - on Lake luzern - throw bags in train station locker and station is in heart of town - even a few minute stroll will show you how gorgeous this town is. So if not in a hurry go this route - DEC 31 normal services all day until early evening at least. www.sbb.ch for schedules and fares via this route. Hourly trains on all segments.

Interlaken has 2 train stations - make sure you go to the right one :)

A friend of mine told me that is more convenient, may be, to buy a special train pass to save some money. My schedule is:
1. Zurich Airport - Luzern (stay 2 nights at luzern)
2. Luzern - Wengen (stay 2 nights at wengen)
3. Wengen - Zurich Airport
I was wondering if there's a pass, or if it's better to buy tickets independently in the stations

If you go to: http://www.railsaver.com, you can type in your itinerary and check the "only if railpasses save me money" box to find out your best cost option. According to the itinerary you gave, second class tickets would be $88 or thereabouts. This is cheaper than any pass I am aware of.