www.amtrak.com Amtrak has multiple stations throughout New England. Take the train to South Station in Boston and then grab the Peter Pan Bus to Woods Hole. The bus drops you off at the Steamship Authority terminal and a ferry will take you into either Oak Bluffs or Vineyard Haven depending on the boat schedule.
www.capeflyer.com Cape Flyer is a new service from Boston to Hyannis starting Memorial Day weekend 2013. Check out their website for details about schedules and pricing.