I traveled a lot by train:
St petersburg - Moscow- Ulaan Bator - Beijing
Kuala Lumpur - Bangkok
St Petersburg - Riga
Beijing - Hanoi
Hanoi - Saigon

But never received any discount, but then again, the tickets were quite cheap.

If your planning on traveling in Europe, let me know, I might be able to give you a few hints.

www.seat61.com is a great site for train travel!