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By train:
By train you have to ask for a ticket to Pyrgos. The train travels the route Athens-Patras-Pyrgos.Your starting station will be: "Stathmos Peloponnisou" which means Peloponnese station.
Take the Line C From Athens to the city of Pyrgos (olympia located from pyrgos 17 km):
Line C: Athens - Korinthos - Xilokastro - Aigio - Patras - Pyrgos (Olympia) - Kyparisia - Kalamata
Departure: Peloponnese Station, Athens
Information: Greek Railway Organization (OSE), in Athens, tel.: (210) 51.31.601
By bus:
If you want to travel by bus then you need to get to Kifissou street 100 (else called "Stathmos Kifissou") were the bus terminals are. You need to ask for a ticket to Ancient olympia (in Greek Arxaia olympia). The bus travels the same route as the train which is no other that via Patras.tel: Kifissos Bus station is 210-5134110 / 210-5124910.
100 Kifissou Street, Athens
http://gogreece.about.com/od/busesandtrains/Buses_and_Trains_in_Greece.htm
http://www.ose.gr/ose/content/home.aspx?l=2
http://www.eurail.com/eurail-railway-greece