The Thonburi rail station is the main departure point for trains to Kanchanaburi, along the route of the World War II "death railway". There are normally only a couple of trains a day from this station, which is on one side of a large fresh market. Note that only trains for Kanchanaburi leave from Thonburi station. All other destinations, such as Hua Hin and beyond on the southern route, leave from Hua Lampong station.
 

Other than by taxi, the best way to reach the station is by the Chaophraya Express Boat to the Wang Lung Pier. From the pier, you can walk to the station, or you can hop on one of the songtaews that loops between the pier and the station.