David Morgan's lexicon (warning: big file) suggests citatus, -a, -um for "express" in this context. His suggestions for "express train" are:
tramen* citatum, hamaxostichus* citatus
(The * indicates that it is a modern word found after AD 1400. I won't comment on which is better, since that's not really the OP's question.)
Here are some sample uses:
citato equo = "at full gallop"
citatum agmen = "rapidly marching column"
citate (adv.) = "speedily"