The Long Island Rail Road operates daily train services between New York’s Penn Station and Montauk Station, with some direct services but most changing trains at Jamaica.
Between Memorial Day and Labor Day weekends the LIRR operates the non-stop express Cannonball service from Penn Station at 4:06 pm on Friday afternoons and returns on Sundays, departing Montauk at 6:37 pm (except the first and last weekends of service which is a holiday Monday evening return).
