This shot depicts a train pulling-in to pick up skiers at Winter Park, CO: http://image22.webshots.com/23/0/89/3/354808903GPXzbX_ph.jpg
This weekend service has been offered for many years between Denver and the ski area at Winter Park. Rates run about $40-50, not including lift ticket.
More info: http://www.skitrain.com/winter.html
The Mt. Washington, NH cogwheel train now sees action during the winter: http://community.webshots.com/photo/95839808/95840143AtsHxw
This train has been taking fair weather tourists to the top of Mt. Washington (6288') since 1869, but just added winter weekend service for skiers last year. More info: http://www.mountwashingtoncograilwayskitrains.com/
Amtrak has a main line that runs through Truckee, CA, but like the fellow in this photo most skiers would rather fly into the Lake Tahoe region: http://www.webshots.com/g/49/42154-sh/50477.html
Perhaps the ultimate ski train is Switzerland's Glacier Express running all year between Zermatt and St. Moritz.
Interior view: http://community.webshots.com/photo/324588945/324588945SbbTcC
Exterior view: http://community.webshots.com/photo/274685378/274702353AQAfUK
More info on Glacier Express: http://www.glacierexpress.ch/en/1glac_1.html