Originally Posted by ivogr

I frequently have flights on the ZWE-AMS-XXX route. My experience is usually the same as what you described: during check-in, you receive all boarding passes for the outbound flight (and later also for the return flight).

Only occasionally (twice this year), I didn’t receive any boarding passes at check-in, not even for ZWE-AMS. Since there’s no KLM desk at ZWE, I emailed the TA about it. They informed me that you can simply show your checkin confirmation (with the train seats on it) on the train and then collect your boarding passes for the remaining flights at AMS. They also advised taking photos on ZWE station with this checkin confirmation to prove you were taking the train. On one occasion, I was actually asked to show those photos at AMS at checkin desk.