The Winter Park Express is a seasonal Amtrak ski train running from Denver's Union Station directly to the base of Winter Park Resort. It operates on weekends and select holidays from January through March, taking about two hours through mountain scenery and the Moffat Tunnel under the Continental Divide.
The train is genuinely fun — no traffic, no parking, no altitude adjustment required, and you arrive at the slopes rather than a parking lot. Passengers can bring ski bags and equipment. Book well in advance, particularly for weekends in February; the train sells out quickly and does not run on weekdays. The journey through the Moffat Tunnel itself, emerging from darkness into the ski valley, is memorable enough to justify the trip even if you're not skiing.