I am lucky enough to have travel documents for my family from 1923 for travelling from Zhitomir, Ukraine to Glasgow, Scotland. My family at that time was my grandfather (a widower) and his five children, 4 daughters and one son (my father).
They travelled by train from Zhitomir to Riga to obtain visas from the British Embassy in Riga. They would have had to change trains probably more than once due to the different rail gauges in the different countries. My understanding is that Latvia had a different rail gauge. In Riga they had to obtain visas to travel through Germany and Holland and to enter UK. From Holland they travelled by ferry from Hook of Holland to Harwich. From Harwich I assume that they travelled by train to Glasgow. I would love to know who helped them, who directed them, who translated for them.
The whole question of overland travel from the Pale to the West is very much undocumented, particularly in comparison to sea travel, when there were passenger lists. Also there is an interesting "untold" story about the assistance that the travellers received on their journey. My aunts had stories about being given clothes in Holland. I tried to research "Immigrant Aid Societies" in Holland but without success.