Train from Milan to Zermatt

Well, at the very least, you need to pay for the portion from Milan to Domodossola. If you choose to pay for a ticket from Milan to Zermatt, then it does not count against the Pass.

Thanks. That's very helpful. Now here's a really dumb question. How many train stations are there in Domodossola? Is there a station for Italian trains and another one for Swiss trains? Or is it one station, so that I would take a train from Milan to Domodossola paying the Italian fare and leave from the same station in Domodossola to go to Zermatt paying the Swiss fare or using a Swiss pass?

Thanks again.

Dumb answer:
There is only one railway station in Domodossola. It is the boundary between FS (Italian Railways) and SBB (Swiss railways). If coming from Milan, the Italian driver and crew get off and a Swiss driver and crew get on; and the train changes from being an FS train (with FS tickets and rules), to an SBB one (with Swiss tickets valid). You stay sitting in your seat. the only change you will notice is that the coffee trolley has changed and now serves better coffee (IMHO).

Occassionally you have to change trains at Domodossola, but usually not.

If you can take a one of the EC train connections, you only need to change trains once, at either Brig or Visp. These depart Milano Centrale at 7:25, 8:25, 11:25, 12:25, 17:25, 18:25, 19:25. If you have your Swiss Pass in hand, Just buy a ticket as far as Domodossola. When the Swiss conductor boards at Domodossola, have him/her validate your pass. Since the normal fare from Domodossola to Zermatt is 53.40 chf, you might want to use a pass day for this.
Ask the conductor if the train stops at Visp. If so, you can change there for the train to Zermatt there. If not, you will have to change trains at Brig. Brig does have 2 stations, one for mainline trains, and one for the Zermatt train. They are across the street from each other.

Thanks all. Very helpful.

You're on the right track with the advice above. The Italian fare on the EC from Milan to Domodossola is about €20 per person in 2nd class.