If you're going Amtrak, you can buy direct from their site. Otherwise, try a site like railticketonline.com.
You can buy discount sporting tickets online at Stub Hub. You can also visit Ticket Liquidator for these.
You can buy train tickets at the train station, on the train, or in advance online. You can also buy passes for train travel in foreign countries online.
One may buy tickets for an express train at the online site for the train service provider. However, no provider was specifically mentioned in the question so an example would be the Arlanda Express website.
Unfortunately bus tickets will be the same cost no matter where you buy them. You may get a discount if you buy in quantity, the other way is to see if someone has any for sale on kijiji.com.
Try CheapLiftTickets.com or SnowBomb.com. They allow you to buy tickets online and print them at home. Usually you save about $10-20 per ticket.
Cheap train tickets are available at train station kiosks throughout London and can sometimes be purchased alongside with "the tube" tickets since they sometimes are in or near the same station.
The best places to buy cheap train tickets are online at locations who specialize in travel. You can also prefer some travel agencies to book your seat easily.
Cubs tickets can be purchased online at Vivideseats (a site where you can choose your seats and get discount prices), but if you are determined to buy locally, Kijiji may be your best option. Buying tickets online ensures the lowest prices. StubHub is also another great place to buy tickets; they can be printed or mailed.
If you have a train staion in your city or one close by, you can go there and order tickets in person. You can also go online and search for a train station near you and order them online. They will usually send you a confirmation number and also an e-ticket to be used once you get to the train station.
It can be cheaper to purchase broadway tickets online. But it will be even cheaper if you go to the box office right before the show starts and buy the tickets no one picked up at a big discount
Many airlines have regular sales and discount tickets themselves. The best way to find out about these special prices is to put your name on their email lists. Another great way to buy discount tickets is to check online with Expedia or Sell Off Vacations.
Ask at http://www.mav-start.hu/.