Are there trains between Danbury and NYC ? How often and price?
Yes, check the Metro North RR website for schedule, they some times run buses instead.
Typical weekday schedule shows trains leaving Danbury for Grand Central Station (NYC) at 5:31 am, 6:18 , 6:48 , 7:26, 7:59, 9:57, 12:41 pm, 3:14 pm, 5:10 pm, 8:59 pm, and 10:25 pm. Round trip peak fare (if purchased at station, not on the train) is $31.50 per person. Off peak round trip is $23.50. Here is the MTA's website (Choose Metro North/East of Hudson/NewHaven Line for trains to and from Danbury to NYC)--- as0.mta.info/mnr/schedules/sched_results.cfm
I saw that you posted this question from several cities. You may want to check out the train from Stamford. I find it the easiest to travel from/to.. easy parking... and if you time it right you can hop and express train.