If you look on the above link you should see the Spanish Rail service between Valadollid and Sahagun.
I imagine there will be a bus service from the airport to the city.
If you get chance I can really recommend walking the 'ruta iglesias' in Valadollid. A map is available from tourist information and there is an easy walk linking all the churches and the cathedral in Valadollid. Highly enjoyable, if you have the time.
I found this site: http://www.spanish-airport-guide.com/va ... rport.html I don't know how accurate it is. It indicates that there are only 3 buses per day from the Valladolid Airport to the city center. It says that a taxi from the airport to the center is about 18 euros. Also, I checked on the ALSA bus website. There are several buses per day from the Valladolid airport to Leon but just one bus a day from Leon to Sahagun. There are, however, several trains from Leon to Sahagun. I"m not sure how close the bus and train stations are in Leon.