The following is some of the information I found on how to get to Liechtenstein, which is the sixth smallest micro-nation in the world:
If you're taking the night train from Zurich to Vienna (or the other way round), you should eventually come across a stop called SARGANS. If you want to go to Liechtenstein, get out!
You now have two options:
1) Just next to the train station you'll find the bus station, with signs for Vaduz (the capital city of Liechtenstein). This will take half an hour, and will only set you back a couple of francs. If you don't plan on staying long, you can leave your luggage in the lockers at SARGANS train station.
2) From SARGANS, get a train to BUCHS, then a train to SCHAAN-VADUZ station, in Liechtenstein. Some of the trains available are free for IR users, so choose with care!
For those of you who love collecting stamps on their passports, the Tourist Information Office in Vaduz will stamp your passport with the Liechtenstein border pass for €3 - this is especially great because there are NO border checks in Liechtenstein -- this is actually the only place you can get this stamp in the world.
Hope this helps.