Scenic Train Rides

Bernina Express is on the other side of the country, too far in my opinion even if you can spend a night or two at the other end.
Much closer to Lausanne, you have the Montreux-Zweisimmen railway ("Golden Pass") which is very scenic. If you want, you can keep going all the way to Luzern (via Spiez and Interlaken Ost), spend 2 nights there, and come back via the faster Bern route.
Even, simply, Lausanne to Montreux is a delight!

To be fair, most rail lines in Switzerland are scenic, as balso mentioned the view along lake Geneva is not bad. But I agree that a train from Montreux towards Zweisimmen is the best choice. Trains there are run by the company MOB (Chemin de fer Montreux Oberland Bernois/Montreux Berner Oberland Bahn), They operate tourist trains under the brand Golden Pass, but there are regular trains as well. More information can be found at https://mob.ch

As Balso suggested returning to Lausanne from Luzern by fast train, there is a direct one every hour on the hour taking a bit more than 2 hours. However, if you take the Regional Express train to Bern and connect there, you will pass through the Unesco Entlebach Biosphere. While not as dramatic as the high Alps, gives a good look at rural Switzerland and the Alpine foothills. This route takes 2 3/4 hours, just about a half hour longer than the fast route. The train leaves Luzern at 57 past the hour, every hour. You'll also pass through the Emmental, home of the famous cheese.

Thanks everyone. I’ve already done a lot of the sights you all mentioned. I would really like to see anywhere from Zurich to St Moritz or Lugano/Locarno

The Glacier Express is shut down from Oct 25 until December 10, so looks like if you want to go that way, you will be traveling on regular regional trains. Nothing wrong with that, and saves you paying the reservation fee.

The Centovalli railway from Domodossola (Italy) to Locarno is worth it, and not too far!
Easily reached from Lausanne, too, since there are direct trains to Domodossola.
Do check Italy entry requirements, and note that despite being largely in Italy, this route is covered by Swiss half-fare cards.

Highly recommend Bernina Express. In addition to fantastic scenery, you've got some amazing railway engineering marvels, if you're into that sort of thing, like the Landwasser Viaduct and the Brusio Spiral.