Volgograd (Russian: Волгогра́д vuhl-gah-GRAHD) used to be called Stalingrad. It lies along the west bank of the Volga River in Southern Russia. It was the scene of one of the most important and bloodiest battles of the Second World War.
Serving the city is Volgograd International Airport (Международный Аэропорт Волгоград) (IATA: VOG)  which despite its name mostly has domestic routes, Moscow and Saint Petersburg being the two major destinations. International connections are available to Munich and Yerevan and operated by RusLine . There are marshrutkas and busses leaving from Komsomoslkaya Street every 5 to 10 minutes. One way fare to the airport (or from the airport) is 17Rubs (0,33USD). Just check for Line 6, both bus and marshrutka. They are not very friendly with regards of luggage, they'll mostly ask you to pay a 2nd ticket for your bags. Trip takes about 25 minutes.
Wikitravel has a guide to Trans-Siberian Railway.
Volgograd is a major railway junction with good connections from Moscow (20 h), Saint Petersburg (34 h) and most other large cities in western Russia, tickets cost between 3-5000 RUB for a second class sleeper. In the other direction, trains come all the way from Irkutsk (92 h) in Siberia. International connections are limited but several central asian cities such as Bishkek (77 h), Baku (30 h) Dushanbe (72 h), Tashkent (60 h) as well as the two major cities in Kazakstan, Almaty (68 h) and Astana (52 h) have departures atlest once a week. Directs routes from European countries is scarce, the usual route involves a change of trains in Moscow however there is a few trains from Brest (45 h) via Minsk (40 h), Kiev (29 h) and from Sofia (61 h) via Bucharest (49 h) and Chisinau (36 h) that does not require a change. These trains usually departs 3-4 times a week.
The city stands at the east end of the Volga-Don Canal, opened in 1952 to link the two great rivers of Southern Russia. River cruises down the Volga operate during the summer months (early May to late September). Dozens of boats operated by different companies run from Moscow to Astrakhan passing by Volgograd. One way or return cruises may be reserved to/from practically any city along the Volga. Turflot  and Infoflot  offer tours. Prices starts a RUR 8,000 without meals and RUR 15,000 with meals.
Volgograd's public transport system includes a light rail service known as the Volgograd Metrotram.