The MTR is Hong Kong's tube train system. Faster than the buses, and cheaper than the taxis, this is pretty much the best way to get around Hong Kong via public transport. Tickets cost from about 4 to 8 hong kong dollars, plus about $9 more if you cross the harbour. The airport express line costs $90, which is a bit extortionate... but there again, this is Hong Kong! 8^)

The MTR starts running at around 6 am, and finishes at around 1 am. This can be a tad inconvenient, but there again, if you're out past 1, you might as well stay out all night... 8^)
If you really need to get somewhere between 1 and 6, you're going to have to take a taxi. (The last buses run between about 12:00 and 1:30).

The routes are listed below. I've included the KCR (Kowloon Canton Railway) as well - this is an overland train running from Kowloon across the New Territories, to the Chinese border.

Note: Interchanges are marked in bold type.

*** Island line ***
Sheung Wan
Central
Admiralty
Wan Chai
Causeway Bay
Tin Hau
Fortress Hill
North Point
Quarry Bay
Tai Koo
Sai Wan Ho
Shau Kei Wan
Heng Fa Chuen
Chai Wan

*** Tsuen Wan Line ***
Central
Admiralty
Tsim Sha Tsui
Jordan
Yau Ma Tei
Mongkok
Prince Edward
Sham Shui Po
Cheung Sha Wan
Lai Chi Kok
Mei Foo
Lai King
Kwai Fong
Kwai Hing
Tai Wo Hau
Tsuen Wan

*** Kwun Tong Line ***
Yau Ma Tei
Mongkok
Prince Edward
Shek Kip Mei
Kowloon Tong - KCR interchange
Lok Fu
Wong Tai Sin
Diamond Hill
Choi Hung
Kowloon Bay
Ngau Tau Kok
Kwun Tong
Lam Tin
Quarry Bay

*** Tung Chung Line ***
Hong Kong station (just off Central station)
Kowloon
Olympic
Lai King
Tsing Yi
Tung Chung

*** Airport Express Line ***
Hong Kong station
Tsing Yi
Airport

*** KCR (Kowloon-Canton Railway) ***
Hung Hom
Mong Kok (No interchange with Mongkok MTR station)
Kowloon Tong - MTR interchange
Tai Wai
Sha Tin
Fo Tan
Racecourse
University
Tai Po Market
Tai Wo
Fanling
Sheung Shui
Lo Wu - Interchange with Guangzhou-Shenzhen Railway

(N.B. The KCR also run a Light Rail around the western New Territories, from Tuen Mun to Yuen Long.)

How to get to other places in hk:
Aberdeen: See "Stanley"
Happy Valley: Take the Citibus route 1, 1A or 10 from Admiralty MTR station.
Lan Kwai Fong: From Admiralty MTR station, walk up Pedder Street (exit D) for a couple of blocks.
Repulse Bay: See "Stanley"
Shek O/ Big Wave Bay beaches: Take the New World First Bus route 9 from Shau Kei Wan MTR station.
Stanley: Take the Citibus route 6, 6X, 6A or 260 from either Hong Kong or Admiralty MTR stations. These buses also stop in Aberdeen and Repulse Bay.
Star Ferry, HK side: There is a walkway leading between the Star Ferry and Hong Kong Station. You should be able to find signs pointing the way from one to the other.
Star Ferry, Kowloon side: This is near Tsim Sha Tsui. It is possible to walk, however your best bet here is to take a taxi.

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