Tenby is on the Pembroke Dock branch of the West Wales Line, with direct trains from Swansea (about an hour and a half) and a change at Swansea or Carmarthen from London Paddington (around five and a half hours total). The station is a five-minute walk from the harbour.
By car, the town is at the end of the A478 off the A40 from Carmarthen, about three hours from Cardiff and four and a half from London. Parking inside the walls is restricted in summer — use the long-stay car parks at the top of the town instead. National Express coaches run from London and Cardiff in summer.
The nearest airports are Cardiff (about 90 minutes by car) and Bristol (around two and a half hours).