The quickest, most comfortable way to travel to and from this region by rail is aboard the Alfa-Pendular—a high-speed train that connects Lisbon, Porto, and other major cities with southern Portugal. The trip from Lisbon to Faro takes around three hours and costs €30.70 for a first-class ticket. Note that the train's gentle rocking makes some passengers feel a bit seasick. Other trains have daily departures from Lisbon, and you can change in Tunes for Silves and points west or at Faro for Vila Real and points east.
Regular trains connects Lagos in the west with Vila Real de Santo António in the east, running close to the N125 motorway. This often-scenic route takes about three to four hours end to end. Most trains have a first-class carriage with individual compartments. Note that express trains don't stop at every station.
The national rail company is Comboios de Portugal (CP). You can buy tickets online, over the phone, at train stations, at travel agencies, and at ATMs (multibancos).
Comboios de Portugal. 707 210 220; www.cp.pt.