Recommendations for what to do after Bernina Express

There are many scenic train routes in Switzerland. It is the ROUTE that make it scenic, not the named train (Bernina Express, Glacier Express). These routes are serviced by the fancy named trains with the panoramic cars, as well as the regular trains.

The problem is that taking the Bernina Express is great if you happen to be traveling to or from Italy. It’s not so great in you situation. Spending so much time on the train is in direct conflict with this statement: We enjoy visiting charming towns and leisurely nature walks.

With such a short trip, I would decide where you want to spend your 2 nights. Your last night should be in Lucerne or Zurich, for easier access to the airport. Then see if there is a scenic train ride to take advantage of along the way. For example, if you base in the Berner Oberland area you can travel many scenic routes: Lauterbrunnen to Kleinne Scheidigg, Schnyge Platte, Brienzer Rothorn are just a few. The difference is these trains are not an all day venture - they take to to scenic places where you can enjoy some hiking in an hour or so. Then you have time to explore other places.

Here are some other options: https://www.myswissalps.com/activities/scenictrips/train

I'd probably hop off the Bernina Express in Poschiavo, have a look around, and take a regular train back to Pontresina for 2 nights. Then back to Zürich on the 24th for a final night.
Poschiavo is an interesting village, and there are many walks around Pontresina.
Stopping at Poschiavo makes you miss the Brusio spiral viaduct. There is plenty of amazing engineering along the way before Poschiavo, so I do not believe it matters much!

You can ride the regional trains on the same tracks as the panoramic Bernina Express cars. You have much more flexibility with times on the regional trains- same tracks, same views, more train times. I know you have already paid, but perhaps the convenience is worth not using those tickets? Just a thought to consider.
Are you going to Lake Come, Varenna, from Tirano? I'd highly recommend going to Lake Como. I'm not a big fan of Lugano, just me.
Enjoy your beautiful travels!

Another option would be to continue from Tirano to Varenna on Lake Como, and spend the night of the 22nd there. There is a train departing Tirano southbound to Varenna at 18:10, arriving in Varenna 1.5 hours later. If you miss that cone the next is at 19:08. Varenna is a tiny town with beautiful views over the lake from many of the hotels, and some short walks.

The next day, travel in late morning to Locarno (not Lugano) via Milan. The journey is 3 hours total, with the single change at Milano Centrale. Locarno offers nice reasonably-priced lakefront hotels just a block or two from the train station, such as this:

https://www.hotelgeranio.ch/en/

On the 24th, take the Treno Gottardo regional train over the scenic Gotthard Pass route to Luzern (maybe with a change at Arth-Goldau) for your last overnight. Luzern offers some nice walking on trails in the forest above town, or along the lake. You can reach the Zurich airport from Luzern in 1 hour 10 minutes, so unless your light is early in the morning, it is possible to overnight in Luzern instead.

https://unterwegs.sob.ch/de/stories/ciao-ticino-en

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All the trains, whether from Lugano or Locarno will be taking the scenic route over the Alps as the Gotthard Base Tunnel is closed to passenger traffic for at least a couple of months.

Thanks so much for these suggestions!

Varenna does seem like a great suggestion. After reading all of your feedback, I realize that it really only makes sense to do the Bernina Express trip if we are going to take advantage of being in Italy.

1) Take the afternoon Bernina Express to Tirano as described above and transfer immediately to the 18:10 train to Varenna. Enjoy dusk / sunset views of Lake Como from the train. Spend 2 nights in Varenna and on Sunday take a boat trip across lake Como and return to Zurich from there.

2) Abort the Bernina Express plan entirely, and spend the 3 days elsewhere in Switzerland.

I would abort the plan to take the Bernina Express. Spend your time in the Berner Oberland area. I recommend Wengen.

I'd spend a couple of nights in Varenna. You can get back to Zurich one of three ways. Train to Monza followed by train to Zurich. Fast ferry to Como, taxi to Como S. Giovanni station, then train to Zurich. Ferry to Menaggio, bus to Lugano, train to Zurich.

All the trains to Zurich will be by the scenic route for the time being.

I would take the second option. Stay a few days in Varenna, and then take a boat to Como. Plenty of trains form Como to Switzerland. Note that Como has two stations. Make sure you go to the correct one there (San Giovanni).

Youtube is full of Bernina Express videos, watch some if you haven't and decide if it's really what you are looking for.

As noted, you would probably enjoy time spent in Lauterbrunnen and Murren more and you can take trains to get there.