The Grand Canyon train, honestly
Half the people who find this site are looking for a train from Sedona or Phoenix to the Grand Canyon. The honest answer: it does not exist, and never has. But a Grand Canyon train does exist - it just leaves from Williams - and depending on what you wanted from the ride, one of two very different trains is the right call.
What actually runs
The Grand Canyon Railway departs Williams, Arizona - about an hour from Sedona, two and a half from Phoenix - and rolls 65 miles north to the South Rim: about 8 hours door to door with roughly three hours at the canyon, National Park entry included, coach or first class. It carries a 4.6 rating from 961 combined Viator and Tripadvisor reviews and sells from about $135. The scenery en route is high desert and pine forest; the destination is the show.

Or the other canyon train
The Verde Canyon Railroad, 25 minutes from Sedona, inverts the formula: the ride itself is the destination. Twenty miles up a roadless red rock canyon along the Verde River, a 734-foot hand-cut tunnel, cliff ruins, eagles in winter - then back. If your day is about being ON a scenic train, riders consistently rate it the better train; if it is about standing on the South Rim, Williams is your departure point. Doing both in one trip works nicely: they are 90 minutes apart.
Booking either one
Grand Canyon Railway tickets book through Viator with free cancellation to 24 hours. For the Verde Canyon side, the packages start around $186, and the railroad’s own $139 fare books direct - the ticket math covers which is right for you. From Phoenix without a car, the pickup day tours solve the driving for the Verde side.