The easiest way to travel from Bangkok and Vientiane (or vice versa) is to take the overnight train from Bangkok to Nong Khai (train 69 northbound, train 70 southbound), and the connecting international shuttle train across the Friendship Bridge from Nong Khai to Thanaleng in Laos, just outside Vientiane, see the timetable above. An extension of the railway to the suburbs of Vientiane was planned, although it looks like it may not now go ahead. Then transfer into central Vientiane by bus or taxi.
The Thai government has agreed to fund the extension of the railway to Vientiane itself by 2014.