Moscow to Urumqi
By far the most popular route for travellers wishing to travel from mainland Europe into China and beyond is the Trans-Siberian Railway taking the appropriate route through Mongolia or the region once known as Manchuria. However, a less travelled but equally fascinating route is to travel from Moscow (Russia) to Urumqi (China) via Almaty (Kazakhstan). Because this journey is in no way as well documented as the Trans-Siberian equivalent, more research and preparation is required for a successful trip. However, the uncertainty attatched to the journey at times and the fact that certain levels of improvisation are required can give a far more rewarding travel experience.
Even though one of the most enjoyable aspects of a journey of this nature is the ability to be flexible in arrangements, a certain level of planning is recommended. Check train times beforehand so time wasted hanging around at railway stations is minimised. It is not always necessary to book ALL travel arrangements in advance but bear in mind some rail services only run once or twice per week and will be busy during peak times (May - October), so booking ahead may be a good idea. http://www.poezda.net is an invaluable resource to travellers for this journey as well as many others as it provides acurate and up to date timetable information for all train routes travelling from, within, and to all former CIS countries.
It is vitally important to make sure all visa requirements are understood before travel. Obtaining visas at the last minute in countries other than that of your passport's origin can prove to be very expensive and not always possible. For this particular journey, it is likely a visa will be needed for Russia, Kazakhstan and China. (If travelling by rail to Moscow from Western Europe, it may be most convenient to travel through Belarus. In this case, an additional visa will be required.)
In addition to determining what countries will require visas, the catagory of visa required needs to be identified. Sometimes only a transit visa will be required but for longer stays in a particular country, a general tourist visa will be required. If travelling on a direct service from Moscow to Almaty, the train will in fact cross into Kazakhstan and back into Russia again momentarily before returning to Kazakhstan. Even though the border is crossed twice, only a SINGLE ENTRY visa is required. A final point of note, for stays of several days in Russia and Kazakhstan, any visas may have to be registered. This can be done at many travel agencies although embassies will be able to provide more information if required.