here are good train and coach links between Lisbon and Albufeira.
Trains leave several times a day from Ferreiras/Albufeira Station, 8km from Albufeira.
Buses leave from Albufeira several times a day.
Check out the following links for more info:
http://www.algarvebus.info
http://barlaventostravelblog.blogspot.com/2007/06/travelling-from-albufeira-to-lisbon.html
http://barlaventostravelblog.blogspot.com
If you scroll down on the right you will find a panel entitled:
>> Algarve & Portugal - Travel Transport Links
Check out this links there:
# Portuguese Railways - Winter 2007/2008 - Lisbon - Algarve Faro/Lagos Timetable (PDF download)
# Rede-Expressos - National Bus Timetable- Portuguese Only - (Ignore messages for IE 5.5)
# RENEX Bus Service - Lisbon to Algarve timetable (PDF download)
Make sure where you are heading for in Lisbon so that you can get off at the correct train/bus station.