The last through train from Vila Real Sta. Antonio to Lagos departs at 18:41 and arrive Lagos at 21:49. There is a 20 minute layover in Faro and you may have to change rains there.
Note that if you are coming on the ferry from Ayamonte that the station is about 800m from the ferry pier so allow plenty of time.
On Friday's only there is a later connection.
Note that if you miss this train detailed above it will probably be impossible for you to get to Lagos that night,
Also be aware that there is a daily EVA Transports/DAMAS bus that leaves Ayamonte as follows:
Dept: Ayamonte Bus Station 18:15 (Spanish Time)
Arr. Lagos 20:45 (Portuguese Time)
See: http://bit.ly/Aymonte_Lagos for timetable.
Also Have a look at the
Algarve & Portugal - Travel Transport Links section in the right hand panel on my blog here:
http://bit.ly/barlaventostravelblog
and Cubsur's site here:
http://bit.ly/cubsur
