The following are few security tips to help protect you valuables when you travel trains in Europe.  These tips were sought out from train police officers, train conductors and tour operators who operate or work in and around passenger train/subway systems in Europe.

• If you plan to ride Europe's rails, you might want to take along a small chain and lock to ensure that you and your suitcase don't become separated. Chaining your suitcase to the train's luggage rack is an idea suggested by many Italian railroad policeman.  Another scam may involve you waiting at the train platform for the next train.
• Out of nowhere, a passenger gesturing wildly runs up to you and asks if a train on the next track is going to some destination.
• The purpose of this frantic conversation is to get the traveler (you to turn your attention away from your bags which are now behind you because you turned around to help the distraught travelers.  When you are "helping the frantic traveler,  an accomplice snatches your bag.  It can happen as quick as a few seconds.
• Here are a few of the popular ploys now in vogue at terminals and on trains, along with some tips on ways to avoid being separated from your valuables:
• Strangers are approaching elderly travelers and offering to carry their heavy luggage up and down stairways and through terminals. The thief then just walks away quickly and disappears because the elderly travelers can't keep up. So don't travel with luggage too heavy to carry yourself and remember that even if the suitcase has wheels, they are little help on stairs.
• Thieves may operate at baggage locker areas. They offer the newly arrived traveler help in figuring out what coins to use in the locker and even go so far as to insert the coins, lift the visitor's luggage into the compartment, close the door and hand the traveler his key. The problem is that they have either switched keys and handed their victim the key for an empty locker, or they've briefly diverted his attention and placed his luggage in one locker but closed an empty adjacent locker and handed him that key.
• Use caution when getting on and off train cars. One type of scam involves a group of pickpockets who work together, and will usually like to stand shoulder to shoulder at the doorway of the train or subway car.   When the train or subway reaches the final destination, the doors open, by the men - who are all part of the pickpocket scan, do not move or let anyone of the people off the car.  After a few seconds, the crowd on the train becomes frustrated and irate because the doors will shut momentarily.  That when the crowd begins to quickly push on everyone in front of them, forcing the "blockers" away from the opening. 
  You can now see how easy it is for the pickpocket to operate in this circumstance.  The key is that other thieves are also in the crowd - maybe right behind you when all the pushing and shoving is going on.  The "operating pickpockets" just blend in with crowd and pretend to be a frustrated tourist or train riders just like you.  Because everyone is pushing on each other, you have no clue of your wallet be stolen, or your purse/backpack zipper being unzipped and valuables by this "innocent person" behind you.  This is where a security purse or security backpack with locking zippers, or security money wallet comes in as a great pickpocket prevention tool.
• Always double check to see that your bags are indeed in the locker where you think they were placed and also be sure to check to see that your key and locker numbers match.
• Most thefts on trains occur at the station during the few minutes passengers are getting on and off. That's when travelers pay the least attention to their baggage because they are either busy saying goodbye or looking for luggage carts. Many travelers also leave their bags unattended near the door while they search for a seat, making it easy for a thief to grab a bag and get off the train just before the doors close and the train pulls out of the station.
• If you have very large bags and have to leave them on the luggage racks provided on some trains at the end of each car, you may want to rig up a small chain and lock to secure them to the rack. It's also not a bad idea to do the same if you've placed your luggage in the overhead rack above your seat.
• Smaller bags, such as attache cases and pocketbooks, usually are the prime targets of thieves, because they are more likely to contain money, cameras and other valuables than are larger suitcases. Don't leave them unguarded. Take them with you when visiting the dining or bar car.
• At night, never put clothes containing your wallet or handbag on the overhead rack and go to sleep. Keep your valuables in a money belt or safety pouch on your person.
• Don't accept offers of food or drink from strangers on buses or trains. These items may contain knock-out drugs. While the victims are unconscious, they are robbed of all their belongings.

Thieves like tourists, not only because they carry more money, but also because the victims will rarely return for a trial if the perpetrators are caught.  Try to look like a local or at least an expatriate. Carry a local newspaper and try not to stick out in the crowd.

If you would like to read a first account of traveler who fell victim to a pickpocket on Athens train, read this blog to get an idea of just of of the many scams a pickpocket will use to steal your valuables when getting on or off a train.

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