You can take 17021 Hyd Vasco exp or 17603 KCG-Vasco Slip train to Madgaon. From there you have trains to Murdeshwar/Bhatkal. Few trains stop at Murdeshwar, while almost all stop at Bhatkal which is near to Murdeshwar. This route is beautiful & to be enjoyed by travelling in day time. Also you can see the majestic Dudhsagar waterfall from train, as is passes slowly, by travelling in the the slip train. You'll however have to manage timings of trains, to see these natural beauties.