I know this is kind of cheating, but almost all our family days out are on the train since we get free travel on one operator, and discounted travel on the others with DH's job. :)
We always have food and drinks with us, though my children love getting free hot water from the trolley (we're privileged to have first class tickets). My children love trains, so half their time is spent trainspotting and writing down the numbers of trains we pass, along with where we saw them, and looking out for the engineering depots etc. I always have my Kindle so I can read to them, and meals and snacks take up a lot of time. I do sometimes get comments from other passengers about the stories I'm reading!
Paper and pens are an essential, and now they are both fanatical about chess, they like to take their chess sets with them - the magnetic sort are best, though they do take the normal set too.
They love train travel not only because they love trains, but also because they have more attention from the adults than if we're in the car. On trains is about the only time I have enough down time to play chess or solve their chess puzzles. Handicrafts like knitting and sewing are good. On really long journeys (like our 15-hour trip home from a holiday in Austria) they get a new Lego set to share, and that takes up lots of the time. I'll print off things like wordsearches, crosswords, dot-to-dot etc for times like that, and we do lots and lots and lots of food, mostly in small quantities all the way through.
If we get desperate, we pick up a copy of the free GWR magazine for them to look at and scribble on, though we rarely have to resort to that. They also like to play games like Hangman and Patience. On longer journeys we repeatedly walk the whole length of the train just to get everyone's legs moving and keep us a bit happier.
On bad days, though, we have to enforce our "screaming or lots of noise means you have to go and sit in the standard class vestibule" rule, which is generally a good incentive for them to be quiet and well-behaved - though sadly not always so!
My top tip is to live in a house that's close enough to the station for your children to walk, so you don't have to worry about parking or driving. That's a bit drastic, though, ha. We're about 20-30 mins at the children's pace away from the station, which I really like as it gives them some fresh air and exercise as well as a fun trip out. They're not quite so keen, but they have to put up with it as there's no way we'd be paying for parking.
On the ICE train we went on in Germany, they had a few tables' worth of space for children, where there were play workers (they looked like students on their summer break) and loads of arts / crafts / books. You could drop your children off with the play workers, and come back to collect them just as you were about to leave the train after having enjoyed your journey unimpeded. I think it's a fantastic idea for those whose children need that bit more entertainment, or who (like my DH) prefer to use train journeys to catch up on their sleep. :)