Try here, Natsind. It's a daily train service from Perth to Bunbury/Australind area. You may have to stay overnight in Perth when you arrive in order to catch the train, but it's probably better than trying to rent a car and drive it after a long flight.
http://www.transwa.wa.gov.au/Default.aspx?tabid=46

Welll I never, I thought that was stopped years ago.

The Westrail one stopped running and I think it was taken over by the gov't. However, I'm not so sure it's what Natsind is looking for. Reading back he was talking about Albany and Australind. If it's really Albany then the train doesn't go there. He'll have to take a look at the Greyhound site instead.

The train to Bunbury is called the Australind and goes daily there.
I think that there are two coaches to Albany a day,one going the faster Albany Highway route,other longer connects all the small towns via Northam to York,Brookton,Katanning,Wagin etc.
This was the situation around the turn of the decade anyway when did a few trips south by bus.

well apart from taking trains already mentioned between Bunbury and Perth, you can catch several buses from Busselton Albert Street Bus depot to Perth and back, not forgetting Bunbury or Busselton airports where you can catch a flight to Perth .