I'm arriving to Bergamo airport next week and I would like to go to Venezia (Venice) as soon as possible. I know there is a train from city center, but it's too expensive (35 € one way) and my experience is that usually buses are cheaper.
According to the airport site there is nothing that goes directly to Venezia.
There are 2 bus companies that service the Bergamo airport as well Autostradale which could get you to Milan or Brescia and then you would have to take the train. The other one OrioShuttle will only get you to Milan and then you can take a train or a bus. But based on what I am reading here it's not preferred and what you save may not be worth it. But if you still choose to go check out this site: http://www.italybus.it
You should keep the train from Bergamo to Venice. Train station in Venice Santa Lucia is 2.2km far from San Marco square.