By bus
International bus routes exist. You can take a bus across the border into Malawi, Zimbabwe, or Tanzania. Immigration might be painstaking, considering the large number of people requiring simultaneous processing .
By ship
Zambia is landlocked but borders on Tanzania's Lake Tanganyika, and there are regular international ferry services across the lake a few times a week. The ship, M/S Liemba was built in Germany in 1914, cut in pieces, shiped to Tanzania, carried by train to Kigoma Tanzaniaand reassembled there again. It is a ship of Titanic era, sunk twice, charming ship with reasonable services. This trip should be taken if you are not short of time. Also, if you enter Zambia through Namibia's Caprivi Strip, you will have to cross the Zambezi River. You will have 2 options:
You may ride on a ferry for a dollar; or,
You may hire a local boy with a dugout canoe to carry you across for 50 cents.
By train
TAZARA (http://www.tazara.co.tz) trains run between Kapiri Mposhi, Zambia, and Dar es Salaam, Tanzania, on Tuesdays and Thursdays. According to the schedule the trip takes 38 hours, but these trains break down regularly. If you are on a tight schedule, a train might not be your best option. On the other hand, a train ride between Dar es Salaam and Zambia is a beautiful way to see the countryside at a reasonable price about $55 for a first class sleeper and $40 for second.
Several important things to note about this trip, however:
Bring water.
Immigration officials stamp passports as soon as the train crosses the border — probably in the middle of the night. Naturally, this is also when thieves work. If you are riding in a first- or second-class cabin, be very careful when opening your door.
If you miss the immigration official, they will either: turn you around and send you back to the border; or, arrange for a stamp, pending payment of a "special tax."
Immediately upon crossing the border, the crew no longer accepts the currency of the country you just exited. In other words, if you are traveling from Lusaka to Dar es Salaam, the moment you cross the border, your Kwacha is no longer legal tender; you must use Shillings. It is, therefore, a good idea to exchange money before the journey — blackmarketeers along the railroad offer poor exchange rates.
Do not leave valuables near windows, especially at stops.
Normally train has restaurant car in middle of the train and in the end or train saloon car with a bar. However, some stage of the journey resaurant and bar may run out of stock.
reservations are not always honoured; someone may be sleeping on your bed already if you came onboard on middle of the journey.
First class cabins women and men can be staying in same compartment but in 2nd class they are female and male only.
Tazara Tanzania Zambia railways has been build by Chinese people in 1970'. Wagons are brought from China, therefore they are high standard, only taking care of the system is failing.
The last stop in Zambia is in middle of nowhere, small town Kapiri Mposhi. Plenty of minibuses are eager to carry you to Lusaka, 2-3 hours. First reasonably town to Lusaka direction from Kapiri is Kabwe it is rated among 5 most poluted place on earth due to mining!
Via Zimbabwe/Victoria Falls: trains in Zimbabwe run from Bulawayo to Victoria Falls. You can take a taxi or hike 13 km across the border at the Victoria Falls Bridge to Livingstone station in Zambia and catch a Zambia Railways train to Lusaka and the Copperbelt connecting with the Tazara railway in Kapiri Mposhi.