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There is a shuttle bus from BWI that will take you to the MARC Rail / Amtrak station at BWI airport. From there you can catch a train to Union Station.
I guess I should ask, is Union Station your final destination or are you going there to get a train to somewhere else? As you can probably gather, you could just get many Amtraks at BWI station, heading north to New York or south, past DC. If your final destination is somewhere in the DC area, there might be other options (like a bus to the Metro) that might be more convenient.
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