only in countries where they neglected building train stations before the cities grew to todays sizes. but even then it's not true. US cities are less dense, so it should be easier to find space. train stations are also much much smaller than airports and trains don't make as much noise as airplanes. there are many more reasons not to build airports in the middle of a city, none of which apply to trains.
the main problem for trains is finding a route for the track into the city. that can be and is solved with tunnels though. or the chinese approach where the high speed trainstations are sometimes built away from the center of the city and instead the center is connected by a dense network of subway lines. a process that started less than 20 years ago but now puts many chinese cities at the top of the list of the largest subway networks in the world.