Interesting indeed - I recently read the Economic Naturalist which briefly explained the reasons behind the price for last minute tickets (for the curious ones, http://goo.gl/oE1UK) I live in Europe and can definitely say that people do tend to buy their plane tickets a VERY long time in advance (a plane ticket from London to Athens can easily cost 10 EUR if bought well in advance).

Bus/train tickets tend to be pretty much the same anyway, whether u buy them in advance or a day before...