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So for people with ID, who are foreigners in the country, in most cases it is OK simply to find a quite place on the train, wait for the ticket inspector and kindly explain to them your situation (imaginary or not). In a lot of countries the law says they are obliged to write you a fine (which you will never have to pay as long as you give a fake address or say you don't have one) but they may kick you off. They may also threaten to call the police. It depends on each person how they prefer to deal with this - whether to argue or not, whether to plea or not but just keep calm as if you get aggressive it is a valid reason to get the cops on you. In case that a ticket inspector actually calls the police without a valid reason (no ID, being aggressive) don't panic, the most that can happen is they search you and/or escort you off the train station.
Generally, when choosing which train to take, opt for express trains - those with fewest stops, as you are unlikely to get far with regional ones - and you may get stuck in a station where almost no trains stop. It's very useful to memorize (or write down) the timetable, so that you instantly know which is the best train to take after you get kicked out of the previous one.
In central Europe (Czech Republic, Slovakia, Poland, Hungary, Lithuania...) - you can use dance style tat is called short distant ticket trick. Conductor usually check only new passengers and he do not remember their final destination. So you buy ticket only for short distance and you show it to conductor. But after final destination on the ticket you continue journey, sit and sleep. This is not complete free, but cheap. More difficult dance style is similar. Blue dancer come and he check new passengers. You are new but you do not respond
}sleep, look out of window, read a book).
== Searching for train connection and stops during journey ==