I use Triiptrack.org to record some of my rides and hikes. Although it doesn't explicitly divide the trip into segments based on travel mode, it does give a slideshow of pictures taken and highlights each location on the map. If you were to take a picture at each mode change (i.e. a picture of the bus or boat just before you board it) that would make it clear to your viewers and also give them an idea of the sights along the way.