Swiss Railways (SBB/CFF/FFS) operates a train from Wengen to Lucerne hourly. Tickets cost $11 - $21 and the journey takes 21 min. Zentralbahn also services this route hourly.
How to get from Wengen to Lucerne
From Lauterbrunnen train to Interlaken Ost then train to Luzern. 3 h 3 min SFr 58. From Lauterbrunnen train to Interlaken Ost, bus to Brünig-Hasliberg, then line 470 train to Luzern. 3 h 51 min SFr 57. From Wengen drive to Lucerne. 2 h 19 min SFr 16.