I use the Maryland MTA. I have a palm pilot. I like trainsched. In order to use trainsched, I had to write some scripts to generate the appropriate palm databases. Here, you get to benefit from my work.
Note: I haven't updated the scripts in a while, and the MTA's website layout has changed. I will be updating the scripts eventually, but until I do, you'll have to hack them yourself if you want them to work.
The scripts I use to turn the MTA's HTML schedules into palm databases are available for your use, since I don't want to go through the work of converting all of their schedules. (I'll host them here if you make 'em and send them to me, though.) These are public domain. Have fun. Feel free to let me know if you make changes to them to fix or add stuff.
Note that these are still something of a hack. They work for me. They should work for you. As usual, if they break, you get to keep both pieces.