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From Haverfordwest Town Centre, head through the Town, turn left just past the traffic lights (just after the taxi rank) and continue along that road. You will go up a hill (Union Hill) and at the top you will see a sharp uphill turn-off on your left, take this turn off.
Continue along Clay Lanes, going over the fly-over, and just after you go over the railway bridge turn left. Park up anywhere around there, but be mindful that HGV's do sometimes use that to enter Alderwicks at the bottom.

You can park at the top of the hill, on the grassy pull in.

There is NO bus service going to and from this location, but it is readily accessible on foot.

Haverfordwest Town Centre is less than 1 mile away, where you will find places to eat. You'll also find toilets within the Town centre.

Rail Gen South Wales

All shots from this location can be achived from behind the fence and in a position of safety.
A tripod is recommended for this location, but also enables you to get a good view down towards the bend for Haverfordwest Station - This also covers both section of track, and where it switches back to a single track.
It is easier to capture trains coming from the Station, than it is from Milfordhaven - Trains coming from Milfordhaven will not be visible until they have gone around the bend in the track, by which time it's normally too late to get them head-on, but you do capture them as they pass.
There's no shelter from the elements here, and is exposed to pretty much everything. In nice weather it is lovely, but in the rain it is not. The only good side is that thanks to the trees, wind is cut down considerably.

Haverfordwest Station