I love travelling by train. The rocking motion of the train and they rythmic clacking of the wheels on the track lull me into a wonderful relaxed state.

I like to spend time in the lounge car, have a soda and talk to people. "Where are you from?" and "Where are you heading?" can begin some fun and interesting conversations!

Many good suggestions above. A good book or magazines, music, journal to write the thoughts that come to mind during the trip, hand held video game.

The trip may be more entertaining than you might be imagining and boredom may not even be a factor.