This article will be updated periodically. These are averages based on internet research. This means there are hundreds of thousands of differing opinions! Please do not contact me and harp on how correct or incorrect this article is. I will organize this article into tables with average distances and times when I have the opportunity.
Pony Express: 7 to 10 mph
Stage Coach: 3 to 5 mph; this would naturally vary based on terrain and the size of the hitch.
Horse Drawn Wagon (long distance): 2 to 4 mph (this was the preferred mode for the gold rush because it was so much faster than ox teams).
Ox Drawn Wagon: 1 to 2 mph ( this was the preferred mode for most western pioneers as they could walk comfortably alongside the wagon and load more freight in the wagon)
Walking: 2 to 3 mph
River Boat (downstream): 5 to 10 mph
River Boat (upstream): 1 to 5 mph
Train: 30 mph (average). Speeds would vary based on terrain, track condition, etc. Some reached a top speed of 80 mph. There was even one article that suggested one of the eastern trains of the period reached a speed of 100 mph.