The answer is: by train. From its original meaning, express was already being used by Chaucer to refer to the explicit representation of a fact or concept. One could express oneself in words as well as by pressing out a physical image. In either case, there was an implication of precision and deliberateness.
So when, in the mid-19th century, a word was sought for a train scheduled to go from A to B without calling at intervening stations, they called it an express train. Direct and non-stop, it was also, not unnaturally, fast, which soon became the primary meaning.Reuse content