Are there trains from Thailand that go all the way to Vietnam? Anyone have experience with this?
There is no train from Thailand to Vietnam, no train links Thailand and Cambodia and no train links Cambodia and Vietnam (according to my knowledge) . So if you are interested in this kind of traveling, you only can do it in Vietnam. I have done a train tour once in the center and the south of Vietnam and felt it rather exciting.
There is no one compact route train from thai to vietnam. You can take train in thai or vietnam but not cambodia (actually i heard cambodia do have railway but when i last time i checked it myself around Phnom Phenh or Siem reap you've guess it-it doesnt exist)
Take the bus (beware of the scam though)
Ok so let's say I want to go from Thailand to Vietnam I'd be best to take say a train from bangkok to the border then bus through Cambodia (stopping in Phnom Phenh) then continuing by bus to vietnam? Has anyone done it like this? And what scam are you talking about exactly?
If you want to go from Bangkok to Vietnam you are best off flying. It will save you several days travel, the cost of the Cambodian visa and various other travel costs. Air Asia and Jetstar Asia have very cheap flights.
If, for whatever reason, you don't want to fly, you get a bus from the Northern bus station in Bangkok to the border at Aranyaprathet, cross over to Poipet and then take a bus/share taxi to Siem Reap. From there you can go on to Phnom Penh or get a bus directly to Saigon. Or you could take a bus from the Eastern bus station in Bangkok to Trat, then a minibus to the border at Hat Lek. Over the border to Ko Kong where you can get a share taxi or minibus to Phnom Penh. From there it's a 6 hour bus ride to Saigon.
The scam bus is the one from Khao San Road. It's cheap but they have a list of scams they use, like overcharging you for the visa, going through your luggage and arriving into Siem Reap late at night and taking you to their preferred guesthouse, rather than where you want to go.
Check out Tales over Asia
for information on going overland.