Jim, You are too kind. But why we are on the subject of luggage security, this is not just an issue for trains or even in Europe. The good news is that most personal theft in Europe is just theft with no violence. In the USA they shoot you and than take your valuables. In Europe, gypsies (and some others) are pretty good at just taking your stuff. One should always use a lot of common sense. In Italy, we will not even leave luggage unattended in our locked car if we are at a highway rest stop (particularly between Rome and Naples). This is also an issue in Spain as gypsies operate throughout the tourist areas of Europe. This being said, we have been traveling in Europe for about 40 years and have never had any items sucessrully stolen. But, there were 3 attempts in Bologna, Arles, and Istanbul and we were able to foil all the attempts by simply being alert. My wife uses a very simple deterrent by simply using a large diaper pin to pin together the zippers on her purse thus making it nearly impossible for somebody to open her purse. She also likes to wear it cross-shoulder. I will usually put a couple of rubber bans around my wallet and keep in in a front pocket. The rubber bans make it very difficult for a pickpocket to slip it out of a pocket. I used to carry an empty "dummy wallet" in my back pocket as a decoy, but that old wallet has disappeared (maybe it was stolen).
Let's hope the dummy wallet was stolen. I'd love to see the look on the pick pocket's face when he opened it up and found nothing... You should have put a not in it that said "The previous pick pocket beat you to it." Or something more witty than that.
I agree that you need to be alert at all times. I was just curious as to where you can put your luggage if you don't want to leave it unattended when you are on the train. Is there enough room by your seats to place it there? ftroute's idea of a cable lock is not a bad one, but if you really only have 2 minutes at the train stop to unhook it and get it off the train, that could be an adventure...
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The comment from Jim C about the time it might take to undo a cable lock from your luggage when you are in a train station is valid.
Traveling by train (especially on one that only makes the very brief, albeit normal station stops) requires that you plan ahead. My rule-of-thumb is to stage luggage near the door about 5 minutes prior to scheduled arrival time in your station. That way you will be one of the first off. A side benefit is that those people behind you are more than willing to help you get the luggage off so that they can get off!
I'll have an update to my document later today.
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The luggage question is a good one. We tend to avoid most trains when we have luggage since we normally prefer to rent cars in Europe. But, we have been on trains when we had too much luggage to put in our compartment. We would put it where it was always in site, and we always carried a combination/cable lock device (bought it at a luggage store) that we used to connect all of our luggage. That locking device was not real strong, but we figured it would buy us enough time to deal with any situation. As an aside, we have friends that once parked their car outside a restaurant near Lisbon and had lunch inside about 10 feet from their locked car. When they left the restaurant, somebody had broken into their trunk and took all their luggage. This happened in daylight and this couple were very experienced travelers. I guess sometimes stuff just happens!
I guess I am a little different on this topic. I prefer to travel by private transportation while in Europe. Less problems and less people to worry about. Locks in Europe are merely a suggestion. Nothing is inpenetrable. The wandering gypsies in Europe just appear to be lost and helpless. Let your guard down, and they become more stealthy and agile than the average Navy Seal. The best advice to avoid becoming a theft statistic in Europe is to simply use common sense. Keep valuables in sight and don't trust anyone. Sounds kinda cruel but I have never lost an item while travelling. Don't hand your expensive digital camera to a stranger to take a picture of you. Odds are nothing would happen and they would hand it back to you. Of course, it could be a down on their luck former European track star and all of your vacation pictures will wind up on the web and your camera gone forever. I ALWAYS take private transportation from the airport to the port and vice versa. Yes, it is a little more expensive but the peace of mind that it offers is priceless.