Megabus and Flixbus provide safe, comfortable and inexpensive transportation to Philadelphia from NYC, certain areas in NJ, Boston, DC, Baltimore and other cities. Check out the links above for stop locations and schedules.
You can take amtrak from many places in the eastern U.S. Amtrak tends to be expensive, but if you book early, sometimes you can get a great deal.
For trains from Philadelphia suburbs, Delaware (Wilimington/Newark), and New Jersey (Trenton/West Trenton), you can take SEPTA.
SEPTA regional rail trains will take you from all Philadelphia International Airport terminals to Philadelphia 30th Street Station. There you can transfer to the Market-Frankford Subway Line to get to the Lithuanian Music Hall.
You can also get an affordable uber, lyft or taxi.
** Take the Market-Frankford elevated subway to the GIRARD station.
** Take an uber / lyft from the GIRARD station, or use google maps for public transit options.
Note: it is not recommended that you take public transit to the closest station, Allegheny, and walk or take uber from there, especially not at night.