Everybody's Fine

Frank Goode, a recently widowed retiree, is getting ready for his children to come visit him. One by one though, each of his children calls to cancel on him at the last minute. Feeling a bit down by the rejections, Frank decides to head out on a cross-country trip, visiting each of his kids.
Despite warnings from his doctor, Frank takes a train to New York City, to see one of his sons, David. David doesn't appear to be home and never shows up so Frank leaves him a card and leaves town to see his other children. While he's waiting for David, he sees one of David's paintings in a nearby art gallery window.
Next visit is to daughter Amy in Chicago, who tells him it's a bad time to visit. She had turned down her father's earlier invitation to visit, saying that her son Jack was sick. However, once he gets to Amy's house, Frank realizes Jack wasn't sick and Amy was just making up an excuse. Frank hits a few golf balls with Jack in the yard of their impressive suburban home. Dinner is uncomfortable with tension between Jack and his father. The next morning, Frank accompanies Amy to her fancy downtown office and hears her agency's pitch for a TV ad. She takes him to the train station to visit his son Robert in Denver. While waiting, Amy introduces her father to a male co-worker.
As Frank travels to each of his children's homes, the film cuts to phone conversations between the siblings. David is in some type of trouble in Mexico, and Amy is going there to find out what is happening; the sisters and Robert agree to not tell their father about David until they know for sure.
Frank arrives in Denver expecting to see Robert conduct the city's orchestra. It turns out Robert is "only" a percussionist. Robert also tells Frank his visit is at a bad time, as the orchestra is flying to Europe the next day, but this is only a lie. So within hours Frank prepares to take a bus to Las Vegas to visit his daughter Rosie. Frank is adamant that each visit be a surprise, but Robert calls Rosie to warn her of his arrival.
In a lonely hall of the bus station, during an encounter with a drug addict, Frank offers money to the drug addict. He takes it but they get into a quarrel about him being grateful for Frank's gesture. Through physical force, the drug addict tries to take all of Frank's money but fails. As a result, Frank's medicine bottle falls on the floor. To retaliate, the drug addict stomps on the medicine and crushes them. Frank scrapes up some of the crushed pills because he must take his medicine on a daily basis. He calls his doctor for a prescription refill but he doesn't tell the doctor that he is hundreds of miles from home, traveling against doctor's advice. He has a dream that David is in trouble.
After missing his train, Frank arrives in Las Vegas late, catching a ride part-way from a female truck driver. Rosie meets him at the station in a stretch limo and tells him she was in a big show that ended the previous week. She takes him to her huge, fancy apartment, where her friend Jilly brings over her baby for babysitting. Frank overhears a message being left on an answering machine, indicating the apartment is actually borrowed from Rosie's friend. During dinner, Frank asks Rosie why his adult children never talked to him and told him things, when they told their mother everything. He is not comfortable, having a feeling that all his kids are lying to him.
Frank flies back home but â without any more pills â he has a heart attack in the plane's lavatory. Frank has another dream of his kids as young children and deduces each of their secrets by way of confronting them: Amy is separated from her husband, Robert lied about going to Europe with his orchestra and Rosie is really the mother of the child Jilly brought over. Frank awakens in hospital, with Amy, Robert, and Rosie around his bedside and inform him that David had died from an overdose. During the night, Frank has a vision about a young David being in his hospital room. Frank tells him how he was never disappointed in him and he never would be as David grew up.
Frank then visits his wife's grave and talks to her. He tells her all about the kids and how they're all doing fine. Frank goes back to the Art Gallery below David's apartment to buy David's painting, but it has already been sold. The girl at the desk tells him that if any of David's art comes through, she'd let him know. After leaving, she runs out to tell Frank about how great his son was, upon realizing the family connection. She shows him another painting by David that is more appropriate to him â a landscape showing PVC-covered power lines made out of glue and macaroni in homage to Frank's career. The last scene shows the family at Christmas. All three children are around the house helping cook and decorate the tree. It's also revealed that Rosie and Jilly are a couple and are raising the baby together. The film ends with Frank walking into the dining room, to his family.

Question: Where does Frank takes train to and why?
Answer: Frank takes a train to New York City, to see one of his sons, David.