There are multiple ways.
- There is a train plugged into the metro system from Shenzhen Futian Border and Luohu Border to Hong Kong.
- You can reach Futian or Luohu Border by Shenzhen Metro, just follow the signs to cross the 2 customs before taking the MTR train to Hong Kong
- Convenient if you need to pass for visa runs or weekend trips for shopping. Less convenient if you have lots of luggage and have difficulty walking
- There are buses you can take to different parts of Hong Kong including the airport from any of the borders: Luohu, Futian, Huanggang (24/7), Shenzhen Bay (Luomazhou), Shekou, Shatoujiao
- There are also vans you can take at Futian Bus Terminal that takes you to HK, it's more expensive but much more convenient, you just stay in the van when crossing the border, don't need to get off. Suitable for elderlies or people with lots of luggages
- You can take boats from Shekou Harbour to HK, it's convenient for people who wants to catch early flights or avoid crowds. There are boats that goes directly to the airport and depends on what airline you are with, you may be able to checkin directly with your luggage (eg. Cathay Pacific, Dragon air, some other major ones I don't remember)
Additionally, there are also direct train from Guangzhou, Shanghai and Beijing to Hong Kong Hung Hom
- Departs from Guangzhou East: 1hr40min ride time, 12 trains/day
- Departs from Shanghai Hongqiao: 20hrs ride time, 1 train every other day (sleeper train)
- Departs from Beijing West: 24hrs ride time, 1 train every other day (sleeper train)
- You can buy tickets online