Gstaad is in the MOB Montreux Oberland Bernois railway line which runs from Montreux to Zweisimmen. Some of the trains are Golden Pass Panoramic or Classic trains, which cost no more but are worth getting. The Panoramic carriages have plenty of glass, which enables you to see more of the spectacular views as you climb up from Lake Geneva. You can also book and pay extra to sit in right at the front of the train - the driver's cabin is perched above your head and it feels like you are in charge. The Classic carriages are all wood-lined and have waitress service for drinks - it's like being on the Orient Express! The trip from Montreux to Gstaad cost 48CHF return in 2008 and is worth it just for the scenery. If you go during the Montreux Jazz festival you can catch a special jazz train, which has live music in dedicated carriages for a few francs extra.