Train
The Long Island Railroad (LIRR) is a great and easy way to get from NYC to the Hamptons. Take it from Penn Station right to East Hampton (or whichever town you're staying in, it makes a bunch of stops and ends in Montauk).
Travel Note
Another very easy and comfortable way to get from NYC to the Hamptons if you don't have a car! The Jitney runs about the same price as the Long Island Railroad, so it's more a preference of bus or train. The Jitney runs about every hour out of NYC, so there are plenty of options. Reserve your tickets ahead of time though!
Hotel
We highly recommend Airbnb or VRBO for a more affordable option! They offer weekend bookings whereas rental companies may have a 1-week minimum stay. Feel free to venture outside of East Hampton for these houses -- other towns nearby are Sag Harbor, Amagansett, Watermill, Wainscott, Bridgehampton, Southampton, Montauk, etc.
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