Okayama, the Shinkansen from Okayama to Hakata, and the Kamome from Hakata to Nagasaki. This will take a total of 13 hours, and if you're willing to constantly change trains, you will be rewarded as your journey will double as lodging.
Japan Rail Pass holders must pay the lodging charge on the Tokyo-Okayama segment; the rest of the trip is covered under the pass. Lodging charges currently range from �9450 for a B solo to �10500 for a B single, to �16500 for an A single deluxe. If you really want to travel on the cheap side, �3660 gets you your own floor space... literally, you sleep on the floor.
By bus
The Holland overnight bus runs from Kyoto and Osaka Umeda to Nagasaki (11 1/2 hours from Kyoto, �11300; 10 hours from Osaka, �11000). An additional bus, the Roman Nagasaki, runs from Osaka Hankyu Bus Terminal to Nagasaki at the same cost and time.
The Princess Road and Etranger overnight buses run from Kobe Sannomiya (10 hours, �10500) and Himeji (9 hours, �9580)
