[2 Kool 2 Be 4-Gotten]

Paris and Madrid and New York and Chicago are almost exactly the same distance apart (about 780 miles). A nice little research project would be to compare train trips for these two locations comparing
- cost
- time
- frequency
- reliability (on time arrivals)

Then factor in a fudge factor for how nice the trip would be - how good is the food, how clean are the trains, how safe you would feel making the trip etc. etc.

My guess is that the results would be quite dramatic i.e. dramatically different.

[Willie Green]

Amtrak's quickest/cheapest direct route NYC to Chicago is the Lake Shoe Ltd at $86 for a one-way 19 hr trip. (reserved coach seat) It looks like this train operates once a day.
There are two other options involving transfers to a second train, one in Pittsburgh and one in DC. Those trips take about 23 hrs, including the layover to change trains. Fares for the other routes are also slightly higher ($100~120 or + $25~40 if upgrading to business class)

Euro Railways Paris to Madrid is faster (about 13½ hrs) but also more expensive (cheapest fare I spotted was $130 for a Tourist Passholder fare, but can quickly escalate to $300, $500 or even $850 for the more plush amenities. Click on the link if you want more information. I'm unfamiliar with scheduling European rail travel and am uncertain about how to interpret this info.

But you're right, it is a bit of a surprise!