The MetroNorth also goes from Grand Central Station to the Poughkeepsie Train Station where you can catch a shuttle to Bard.
Taxi service is available at the station.
From northern Conneticut, take Route 44 to Route 199 at Millerton, drive west on route 199, and proceed as from southern Conneticut. From Albany, take the New York State Thruway to Exit 19 and proceed as from New York City.