Ah yes, luggage on a train. More on that is on my current to-do list. I just have to pull it from another document.
Be alert and observant and keep your luggage in sight (and reach if possible, at all times. I think problems generally occur more often on regional trains than the IC trains. They also may be more frequent in 2cl than 1cl.
Don't leave your luggage at the end of the car and go sit down. It might leave before you do. Running a cable or lockable strap through handles of all bags will help two. If somebody wants one, they have to take them all. Cannot image somebody coming on board with a bolt cutter.
Pick pockets. Again, be alert and aware, especially in or approaching a station. Thieves are going to target those who appear to be paying attention to something else. Use a money belt or something similar. Waist or fanny packs area good target. A quick slit with a sharp knife and the bag is gone. Same goes for purses.
Also going to add something about train diagrams/car locations and car locations on the platforms. [for those traveling 1cl]
Making it a 'sticky' is a very good idea.
Radiance of the Seas - Nov 2006
Legend of the Seas - Jun 2007
Costa Fortuna - Mar 2008
Legend of the Seas - Oct 2008
Celebrity Constellation - July 2009
MSC Orchestra - Jan 2009
Navigator of the Seas - March 2009
MSC Poesia - November 2009
Jewel of the Seas - June 2010