My wife and I just rode from Brooklyn to Montreal and took the train back.
Dissapointed to find out Amtrak's Adirondack line doesn't accept bikes (and shocked at the size of the "carry-ons" people manage to get by the guy taking tickets; I'm almost sure you could pack a full-size bike into something the size of the suitcases these people were getting on the train with), we took our bikes to a shop in Montreal called "Le Grand Cycle" at 901 Cherrier Est. $25 per bike to box them and $180 to ship them both via UPS (just left them at the bike store and the UPS picks them up).
All in all a fantastic trip. And Montreal is an incredibly bike-friendly city. Many hotels have "Bienvenus Cyclists" signs and accomodate cyclists and their bikes.