For a moving vehicle, it's mass that matters the most, as you have to accelerate the fuel mass and that costs. Hence why making cars lighter is a key fuel consumption improver.
Agreed, the storage technology and approach (compression, insulation...) will add to the weight. But on something like a train, the volume is less of an issue.
As to Fuel cell efficiency compared to ICE power plants, https://www.energy.gov/sites/prod/files/2015/11/f27/fcto_fuel_cells_fact_sheet.pdf