You don't have to in the week but in the weekend it's is better buy the ticket before
You don't have to, but there are times they do sell out. You can check online to see before you go, or you can buy before you go.
You may need buy tickets in advance if you want to go during peak periods, such as fall color trips. You'll have time to check the weather before needing to buy them. I bought mine at the rail yard window the day of the trip. Get there early before the crowds arrive.
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