Most travellers only pass Bodø on their way to the Lofoten islands. You can go there by boatferries or the coastal express, or by plane to one of the airports, one located close to Svolvær, and one located in Leknes. The plane trip to these places take about 25 minutes, while ferries take several hours.
You can go to Narvik by bus, and you can travel to most parts of Nordland by boat.
There is also a bus connection to Skellefteå from Bodø, which stops several places both in Norway and Sweden.
Bodø is the last station on the Nordlandsbanen rail line, with which one can travel directly to Trondheim and a large variety of locations in the Helgeland region.