There are regular flights out of Beijing(fastest flight two hours); other flights service Lanzhou from Xining 1 hour 40 minutes, Yinchuan 1 hour 15 minutes, Xian 1 hour 20 minutes, Taiyuan 2.5 hours, Baotou via Yinchuan 3 hours 20 minutes, Urumqi 2 hour 25 minute, Zhengzhou 2 hours 10 minutes, chengdu 2 hours 15 minutes, and Golmud 2 Hours. The flight to Jiuquan, the nearest airport in Gansu Province to the Dunhuang Buddhist caves takes 2 hours 10 minutes.
The train from Beijing takes 36-37 hours, via the southern loop line that passes though Shijiazhuang, Zhengzhou, Luoyang, and Xian Vision usually stop over at some or all of these point along the way, spreading out me journey over 10-14 days. There is another express service by the northern loop, passing Datong, Hohhot and Baotou in inner Mongolia, and Yinchuan in Ningxia Hui. This journey takes just over 36 hours also. If you have plenty of time, the best course is to take the southern-loop route, stopping off along the way; then return, traveling from Lanzhou to Baotou by air before taking the train back to Beijing stopping off en route at Hohhot, the capital of Inner Mongolia, and also at Datong in Shanxi Province to see the Yungang caves. This journey could be just as easily done in the reverse direction.
From Lanzhou you can also fly or take the train to Urumqi, capital of Xinjiang Uyger Autonomous Region. If you take the train, keep in mind that you will have the advantage of following the route of the old “Silk Road” in the comfort of your carriage. There are many sections of the Great Wall still standing along this corridors to the west, particularly between Huangyangzhen. And Shandan. If you want to pass this area in daylight, you can do so by catching either the Beiing express(departs Lanzhou 8:42A.M.). However, on the Beijing express you pass the most interesting region between about 10:30A.M. to 4 P.M., while on the Shanghai express you pass it between about 4:30 -10 P.M.