We have wanted to do this Copper Canyon trip for many years of coming to Mexico. We researched, and figured out it was better to leave from El Fuerte, than Los Mochis, as the ride from Los Mochis to El Fuerte was said to be boring. We spent the night in the charming town of El Fuerte, and the next morning we headed out to the train station, about 5Km out of town. We booked our ticket to Creel, take a 6 hour train ride in the heart of the canyon. The ride just got most spectacular as the hours passed. We rode 2nd class, as we didn't want to be with the packaged groups. it was the unguided tour. Sat next to a very quiet and polite local family, going to a compleanos (15th birthday) in Cerrocahuai, one of the hidden canyon communities. We always like being with the locals, they never fail to impress us with their beauty, grace and kindness. It is why we like to travel. This train is not just a tourist vehicle, but the only local transportation for villagers. There is no road access into this area from the pacific coastal area, only this train. There is zero reason to take the more expensive 1st class car, the food (which is awful) is the same, you just spend 6 hours with other western tourists. They are basically the same train coach. We got off in Creel, spent a couple of days touring around the area, staying at Casa Margarita's. After checking out, we took a bus back to Divisidero, and spent another few days there, staying right on the canyon rim at another great hotel Hotel Mansion Tarahumara. Both place ahd great, welcoming staff, and good beds. Got back on the train, and returned to El Fuerte, then a bus to Los Mochis, and then a bus to Hermosillo, and a bus to Phoenix. Great trip. We certainly had no hint of a problem taking the bus to and from Los Mochis. And El Fuerte was a very friendly and peaceful town. Same with Creel and Divisidero, never felt threatened or uncomfortable. Peple in this sarea of Mexico are wonderful.
I would recommend coming in the fall, rather the the spring, as there is more water in the canyon, it was pretty dry in March.
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