Flying into Baltimore(free ticket) and would rather take train to Philadelphia than rent a car.(Going on a tour out of Philadelphia and a car would just sit in hotel parking lot)
Does anyone have info about this??? Also wonder where the train depot is located in reference to downtown??
Any responses appreciated.

Sounds like a good idea. From BWI airport, there is a shuttle bus to the Amtrak station. Check with Amtrak on what times the trains stop at BWI en route to Philly. If you can, avoid the Acela because it will be unnecessarily expensive for you. Assuming you mean in Philly, the train station is on 30th Street, in downtown Philly. Don't know where you're staying in Philly, but it's probably even more convenient for you than the airport would be.

As a previous post noted, the train station in Phila. is at 30th (and thus is referred to as "30th Street Station") It's not in a great location but is convenient to most spots via cab or public transportation.

BWI airport to Philadelphia 30th Street Station is very convenient. As Jay pointed out, just get on the free Amtrak Shuttle at the BWI airport to the BWI Amtrak station. 30th Street Station is located on the edge of Downtown Philadelphia and University City and it is in a safe area. There are always plenty of cabs right outside the station. Most downtown hotels are about a 5 minute cab ride away.

Actually, if you're already taking trains, just get another one of the commuter lines into center city for much less than a cab!

I've used the BWI/Philadelphia connection a few times--mostly because it's actually a codeshare with Icelandair! It's really simple and the only time I didn't get a seat was in October of 2001, when everybody started riding trains for a while. It's been okay since then, though!

One thing I might add is that if you're coming into Philadelphia via Amtrak, if you show your Amtrak ticket stub, you can take the SEPTA commuter line into either of the Center City stops (a number of lines go there); that's either Suburban Station or Market Street East. This is what I used to do when I lived in Baltimore (1999-2002)and would go visit Philadelphia via Amtrak.

BTW I must have visited Philly a dozen times living in B'more; it was a city I truly never tired of, one of my favorite in the US. Every time I would see the skyline from the train and the conductor would announce that we were now arriving in Philadelphia, I would always get an excited feeling in my gut. Have fun and make sure to go to the Reading Terminal Market!