In a car/bus, I listen to music and look out the window and
possibly pretend i'm in a movie and kind of zone out. I've caught myself staring at the ground multiple times haha and that's kind of embarrassing. I might also stare at other people and if they catch my eye I'll just smile awkwardly and look away.
I've actually only taken one train in my life, and I was with friends so I didn't really need anything to entertain me at the time. I just talked to them. The train ride was about 45 minutes so it wasn't that bad.
For planes, if I'm sitting beside someone friendly, I might talk to them. I'm taking a 6 hour plane trip in two weeks and I plan on bringing a book to read, my iPod, and my 3DS to pass the time. Or I might sleep if I didn't get much sleep that night. I actually find it difficult to sleep on planes, but I can sleep in a car no problem. I dunno why. Guess it's because I'm thousands of feet in the air and I feel a bit scared

Plus I don't want to start sleeping on the shoulder of the person next to me by accident. That's never happened to me before but it will someday, I know it D: