Is there a through train from Guangzhou to Hong Kong?

Yes China World Hotel, Garden Hotel, Huaxia Hotel, Bailey Hotel, Dongshan Hotel, Yuexiu South Bus Station, Huanggang Port and Shenzhen Bay Port all have direct buses to Hong Kong.

There are four lines:

1, Kowloon Port Line: Huanggang Port-Metropark Hotel Mong Kok (former King Kong Hotel)-Shun Tak Centre in Sheung Wan-Central Harbour Government Building-Wan Chai MTR Station (opposite to China Travel Service in Wan Chai)-Metropark Hotel Causeway Bay.

2. Kowloon-Hong Kong Line: Huanggang Port-Metropark Hotel in Mong Kok (former King Kong Hotel)-Shun Tak Centre in Sheung Wan-Harbour Building in Central-Wan Chai MTR Station (opposite to China Travel Agency in Wan Chai).

3. New Territories and urban lines: Shenzhen Bay Port-Tuen Mun Town Center (below Jusco Island)-Tsuen Wan MTR Station-Metropark Hotel in Mong Kok (formerly Port-au-Prince Hotel)-Shun Tak Centre in Sheung Wan-Wan Chai MTR Station (opposite to China Travel Agency in Wan Chai).

4. New Territories Urban Line: Shenzhen Bay Port-Tsuen Wan MTR Station-Metropark Hotel in Mong Kok (former King Kong Hotel)-Shun Tak Centre in Sheung Wan-Wan Chai MTR Station (opposite to China Travel Agency in Wan Chai).