From Stony Brook train to Penn Station, walk to New York, NY, then bus to Albany, NY. 4 h 43 min $43. From Stony Brook train to Huntington, train to New York Penn Station, then train to Albany-Rensselaer Amtrak. 5 h 14 min $74. From Stony Brook drive to Albany. 3 h 38 min $23.