Yes from Dandong,China you can travel to North Korea by train which is far more interesting than fly from Shenyang - Pyongyang or Beijing - Pyongyang. And more economic than fly.
Dandong is just next to Sinuiju, North Korea only 1 river called Yalu River divided two countries. The train from Dandong, China cross Yalu river go through China - Korean Friend ship Bridge which was build by Japan in 1943.
The train No. is 95 from Dandong- Pyongyang will take around 5 hours. The train has sleeping berth. You can see real North Korean countryside view on the way to Pyongyang on the train.
For more detail itinerary you can visit: http://www.explorenorthkorea.com/4-day-group-tour-train-from-dandong--pyongyang.html about 3 years ago
If you would like to know more about Dandong you can visit: http://www.explorenorthkorea.com/dandong-tour.html
Here are some pictures and some information for the China - Korean Friendship Bridge on Yalu River between China and North Korea :http://www.explorenorthkorea.com/china-korean-friendship-bridge.html about 3 years ago