From NYC:
Take the Long Island Rail Road (LIRR) from Penn Station or Flabush Avenue Station in Brooklyn. There may be a transfer in either Jamaica or Babylon, ask the conductor. The trains you transfer to are usually double decker and are extremely cold, bring a sweater.
For the communities of Kismet, Saltaire, Fair Harbor, Dunewood, Lonelyville, Atlantique, Robbins Rest, Ocean Beach, Seaview, Ocean Bay Park and Point O’Woods get off at the Bay Shore train station. At the station, there will usually be shuttle buses from the train station to the ferry terminal. Make sure you tell the driver which community you are going to, there are separate ferry terminals for some of the communities.
For the communities of Sunken Forest, Cherry Grove, Fire Island Pines and Water Island get off at the Sayville train station.
For the communities of Davis Park and Watch Hill, get off at the Patchogue train station.
Map of LIRR (stations going to different communities on Fire Island indicated in red)