A trocar assembly including a trocar and a trocar sheath and methods for accessing an intracorporeal site, e.g. biopsy or trocar site, using the trocar assembly. The trocar has a tissue penetrating distal tip, an elongated shaft and a proximal handle portion. The distal portion of the trocar sheath forms a releasable connection, such as a friction fit, with the shaft of the trocar and a slit that extends from the distal portion to the proximal end of the trocar sheath. The trocar assembly is advanced through the patients tissue until the distal end of the trocar sheath is located at the desired site and then the trocar is removed. A treatment device such as a radiation balloon catheter is advanced through the interior of the sheath until the treatment component thereof is at the desired site.