We did this too!
The second graders at my school just had a "Polar Express" day. Here are just a few things I did:
To set the theme, I rearranged our classroom desks to look similar to the seats on a train, and I also used electrical tape and put train tracks on the floor in the classroom and also outside the classroom, connecting all of the other classrooms together.
As the students arrived, I was playing the music from the soundtrack.
The students came to school in pj's, slippers, and robes.
Throughout the day we did a few reproducibles that one of the teachers I work with got from the Houghton Mifflin web site.
When the children went to PE, I had them leave their robes in the classroom, and then I slipped a golden ticket in their robe pockets and then later on in the day punched it.
We watched the movie on a big projector screen (or you could use a smart board) so it felt like we were at the movies. During the movie, we had popcorn.
In the afternoon we drank hot chocolate with marshmallows.
We listened to the story on tape.
At the end of the day, I passed out silver bells on red ribbons for them to wear home around their necks.
And that's it, I hope a few of these ideas work for you. Have fun!