For the remainder of the 19th century, the GWR's principal route from London Paddington station to Exeter, Plymouth and Penzance was an indirect one via Bristol Temple Meads (the so-called Great Way Round).

However, in 1895 the GWR directors announced that new lines were to be constructed to enable trains to reach Exeter, Plymouth and Penzance in a shorter time.

The first stages involved improvements to the Berks and Hants Extension Railway and the Wilts, Somerset and Weymouth Line which reduced the distance from London to Castle Cary by 14.25 miles (23 km) and provided double track throughout.

This transformed Castle Cary from a station on a secondary north to south line, to one on a main east to west route.

The Great Western Railway service between London Paddington and Exeter St Davids runs approximately every two hours, with 9 trains towards London Paddington per day, and 10 trains towards Exeter St Davids, although some services will reach stations such as Paignton and Plymouth.