Declare the weapon, pack the gun and ammunition appropriately, and make sure the gun is not loaded. Because rules may vary from airline to airline, it is the passenger's responsibility to call to ensure they comply with each airline's rules. Scott McMurren is an Anchorage-based travel marketing consultant. If they don't I don't see how the laws in most states would restrict carry on trains. I know they are private, but we're still talking about a common carrier, federally regulated as interstate commerce.
Busses generally travel on the federal interstate highway system, which is public land.
I think that trains and buses would probably all under state regulations. Remember too that firearms regulations on aircraft originally came into being to thwart hijackings. While I guess that someone can hijack a bus, railroad hijackings are pretty rare. No common or contract carrier shall require or cause any label, tag, or other written notice to be placed on the outside of any package, luggage, or other container that such package, luggage, or other container contains a firearm. It's been a number of years since I rode Amtrak, but I never saw any metal detectors.