This will be easier for some instruments than for others. For example, if you play the recorder or flute, you could bring your whole instrument with you. Drummers, on the other hand, would have quite a challenge getting their entire kit on a train or coach! It might, however, be possible to bring a pair of drumsticks and a practice pad, or even just the sticks – practicing on a pillow can improve your control and speed.
There’s also lots of helpful apps you can download for a smartphone or tablet, including metronomes, or software that can turn your tablet into a keyboard.