Following are some of the trains mentioned in this budget that will connect Odisha. The ones in red are of special interest. My comments are in blue.

New Trains:

2. Secunderabad-Shalimar AC Express (Weekly) via Vijayawada [** Introduced May 28 2013 **]
18. Barbil-Chakradharpur Intercity Express (Daily) via Dongoaposi, Jhinkpani [I expect this to be extended to Rourkela or even Sambalpur.] [** Introduced July 15 2012 **]
29. Bikaner-Puri Express (Weekly) via Jaipur,Kota,Katni Murwara, Jharsuguda, Sambalpur [This will be the first connection between Bhubaneswar/Puri and Bikaner and second between Bhubanswar/Puri and Jaipur.][** Introduced April 18 2013 **]
30. Secunderabad-Darbhanga Express (Bi-weekly) via Ballarshah, Jharsuguda, Rourkela, Ranchi, Jhajha [This will increase the connectivity between JSG/ROU and Hyderabad to 3 days a week.] [** Introduced July 11 2012 **]

31. Bilaspur-Patna Express (Weekly) via Asansol, Jhajha [** Introduced July 6 2012 **]
33. Bhubaneswar-Bhawanipatna Link Express (Daily) via Vizianagaram [First train to/from Bhawanipatna.] [** Introduced August 11 2012 **]
34. Puri-Yesvantpur Garib Rath Express (Weekly) via Visakhapatnam, Guntur [** Introduced July 20 2012 **]
36. Bhubaneswar-Tirupati Express (Weekly) via Visakhapatnam,Gudur. [** Introduced July 14 2012 **]
37. Visakhapatnam-Lokmanya Tilak(T) Express (Weekly) via Titlagarh,Raipur [First connectivity between Rayagada/Kesinga and Mumbai. ] [** Introduced July 15 2012 **]
45. Shalimar-Chennai Express (Weekly)
[More connectivity between Chennai and Puri/Bhubaneswar] [** Introduced June 23 2012 **]
53. Durg-Jagdalpur Express (Tri-Weekly) via Titlagarh [First connectivity between Koraput/Jeypore and Raipur.] [** Introduced October 10 2012 **]
68. Chennai-Puri Express (Weekly) [More connectivity between Chennai and Puri/Bhubaneswar] [** Introduced July 22 2012 **]
70. Asansol-Chennai Express (Weekly) via Purulia, Sambalpur,Vizianagaram [** Introduced July 28 2012 **]
71. Shalimar-Bhuj Express (Weekly) via Bilaspur, Katni, Bhopal
[** Introduced April 20, 2013 **]

74. Malda Town-Surat Express ( Weekly) via Rampur Hat, Asansol, Nagpur [** Introduced July 9 2012 **]

Passenger trains:

5. Gunupur-Palasa (Via Parlakhemundi) Passenger (Daily) [** Introduced July 21 2012 **]

DEMU:
1. Baripada-Bangriposi (Daily) [** Introduced July 13 2012 **]

Extension of Trains:

4. 18417/18418 Bhubaneswar-Jharsuguda Rajya Rani Express to Rourkela [** Introduced July 17 2012 **]
13. 18005/18006 Howrah-Koraput Express to Jagdalpur [Connects Jeypore to Howrah.][** Introduced July 30 2012 **]
23. 58207/58208 Raipur-Kesinga Passenger to Bhawanipatna [Second connectivity to Bhawanipatna.][** Introduced August 12 2012 **]

Increase in Frequency:

13. 22603/22604 Kharagpur-Villupuram Express from 1 to 2 days. [More connectivity between Chennai and Puri/Bhubaneswar][** From April 10 2013 **]