Milan to Zurich by Bernina Express train, by regional train from Milan to Tirano (dep. 10:20, arr. 12:50), Bernina Express from Tirano to Chur (dep. 14:04, arr. 18:27) and InterCity to Zurich (dep. 18:39, arr. 19:53). To buy Bernina Express from just €29.90, see https://www.seat61.com/trainsandrou....
This is perhaps THE most scenic train ride in the Swiss Alps, in fact it's one of the most scenic train rides in the world. It's a completely different experience in the snowy depths of winter as in the height of summer, so you may have to do it twice! The Bernina Express is one of my favourite train journeys, anywhere.