Trains win the blue ribbon for energy efficiency. They weigh in at roughly 450 mpg per passenger if running reasonably close to capacity.
Buses are really good too–330 mpg–but only if they are full! Many city buses carry only a few passengers at a time, which drops fuel efficiency way down. Maybe as low as 27 mpg per passenger–which is about what I get in my car. Of course, electric trams are a whole other issue.
Commercial airplanes get about 50 mpg per passenger when they’re full. Air may offer the shortest as-the-crow-flies route. Also, they don’t require roads or tracks covering the ground for every inch they cover.
A helicopter that carries 20 passengers gets about 20 mpg apiece.
But the most extravagant way to travel is via commercial ship. About 14 mpg. However, there are no tracks or roads built across the oceans, so we have to factor that in.
So if you want to take either a long or a short trip, trains rock. For a long trip, planes aren’t that bad, compared to cars (although it depends on how many passengers are in one car).
Buses vary efficiency-wise, depending on how well patronized they are. Your car might be better in the short term, except that you have to consider congestion in an urban area. Far better to have one big bus–even at low capacity–instead of nine cars. Nothing brings down fuel efficiency and personal morale like a traffic jam.