It's likely Twain traveled to Indianapolis from Paris, IL on January 1, 1872 as he attended church in Paris December 31, 1871. 

Both the New York Central and the Pennsylvania Railroads had connections between Paris and Indianapolis.  The NYC, as per the Wikipedia article, maps the Terre Haute Railroad and the St Louis and Indianapolis Railroads.  The Wikipedia article for the Pennsylvania Railroad maps the Paris and Terre Haute Railroad and the Terre Haute and Richmond Railroad. This line was associated with the Vandalia Railroad.

February 1 Thursday – Sam lectured to a “jammed” house in Rand’s Hall, Troy, New York – “Roughing It.” George Routledge paid Sam a token amount ($185) for the right to publish Roughing It simultaneously in England [MTL 5: 73n3].

Sam left for Hartford.

February 21 Wednesday – Sam lectured in Opera House, Danbury, Conn. – “Roughing It.” He probably stayed the night and returned to Hartford the next day [MTL 5: 46].

February 27 Tuesday – Sam lectured at College Hall, Amherst, Mass., his last lecture of the season – “Roughing It.” Afterward Sam attended an oyster dinner and told stories of his piloting days and of spirit mediums in New York. The reviews were poor, but the dinner was a great hit [MTL 5: 49n3].