Train or bus are what I have in mind.
Buses are the way to go. Other than the very rare tourism train, passenger rail transport is pretty much dead in the country.
For the most part, Mexico has a tiered bus system, “primera” or first class buses are those that will pretty much always include A/C, on-board toilets, reclining seats, packed snack and yes, seatbelts. Primera buses are available for most routes covering major cities (like Mexico City-Oaxaca) or very transited commute routes and usually depart from established bus stations (although some routes do have small bus stops like those of inner-city services). Some of the bus companies that do primera are ADO, Primera Plus and Futura. Very popular routes, like the aforementioned Mexico City-Oaxaca offer Deluxe services with more comfortable seats, more variety of snacks, separate male and female toilets, etc. It’s few routes that offer this type of bus though.
Segunda, or “second class” cover shorter routes (or long ones for really tight budgets), like Guadalajara-Tequila. Segunda buses almost never have A/C or toilets and in some cases nevermind a seatbelt, not even a seat is secured. I have had to stand on moving buses for a couple of hours a few times and the rumors of chickens and turkeys being brought on board are true but not very common. For the most part, segunda buses can be avoided by taking organized tours, the use of collective taxis and combis, and not straying too far off the beaten path.
Security-wise: primera buses are very safe in terms of the drivers sticking to speed limits, driving with care, etc. They are extremely-rarely targeted by organized crime for stick-ups or ransom, but it’s still advisable to travel only during the day. Overnight buses should be used only for very popular tourist routes like Oaxaca-Puerto Escondido, as it is commonly acknowledged that organized crime tends to leave tourism alone (it’s ultimately good for revenue).
This website is an absolute life-saver as it lets you know all the destinations departing from any given bus station, the bus company that runs that route and the approximate departure times. I’d always recommend verifying the actual times in-person at the bus station as schedules in Mexico are generally… loose.
¡Buena suerte y buen viaje!
We have lived in North Central Mexico for 22 years. We have used buses many times, longest 19 hours overnight. We concur with the evaluation above. Female friend took 22 hour overnight bus to Phoenix. We prefer if it can be had the class above primera, variously called Executive, Plus, etc., but the long hauls we took were simply Primera/First Class which is totally acceptable. All bus companies, for example north of CDMX have web sites - Del Norte, Omnibus de Mexico, ETN (Executive only, worth the price if you can swing it), Chihuahuenses. etc. Crossing the border one will find lots of taxis to bus station. Fly into border city and again many taxis to bus station. You may find the quantity of buses a bit astonishing. Buying ticket online is safe and might give you a better selection. Enjoy your travels.