There are some good trains that go from New Delhi to Mathura everyday. This list was compiled from the official Indian Railways web site Though the times were compiled in 2002, it seems that the times of express and mail trains seldom change. In the station itself there is a huge board that shows the estimated time of arrival of all trains by the train number. Compare the times listed on my list with the time on the board and make your selection. If a train is late, it might be better to take a different train (even if you have to go to Nizamuddin station instead) since it may become more late as time goes by.

If you decide that you'd like to come back to New Delhi by train, this would be a great time to go to the tourist quota booking office to book your return ticket. This list has all the trains that pass through Mathura to New Delhi and is also from the Indian Railways site and a book called "Trains At a Glance" (Rs. 40) available at the newspaper stand at the railway stations and some other news stands. The new editions of this publication fail to list Mathura, though it is a major station. The times are available at the IR website and from the Assistance desk at the tourist quota booking office. The only tickets you can buy in Mathura are for the crowded and uncomfortable second class unreserved coaches. If you do have to go to Nizamuddin station, the cheapest reasonable way is by auto rickshaw, which you can get from the Delhi Traffic Police prepaid stand in the forecourt of the New Delhi Railway Station. Again, it is prudent to note the auto rickshaw number and only give the driver the DTP slip when you reach Nizamuddin station. Be prepared for the driver to reopen negotiations about the fare as soon as you get to the auto rickshaw. If he does, then say "Nay" and make a move to get out and head back to the Delhi Traffic Police prepaid stand. As soon as you make a move to leave he will say "OK OK" and you'll be on your way. If you have a sleeper class ticket, you can show your ticket and wait in the Second Class Sleeper waiting room at the station. There is a reasonably clean toilet there and even a place to bathe.