Original poster asked about Baltimore to Philadelphia -- sounds like you're referring to MARC's Baltimore-to-Washington services. (The OP also indicated weekend travel was a possibility, and I believe MARC trains only run Monday-Friday.)

Baltimore to Philadelphia is only possible via rail on Amtrak, since there's a gap between the north end of MARC's service (at Perryville, MD) and the south end of SEPTA's commuter rail service (at Newark, DE).