You mean a tight, enclosed, single-direction space, crowded with people who are tired, and/or trying to relax, and/or thinking about the destination, and/or otherwise not particularly focused after hours of travel; a thing that contains ticket inspectors that show up every now and then to check tickets, and from which passengers embark and disembark at dozens point along the length of the thing, simultaneously, with no supervision or security checks.

Depending on the train type and configuration, many actually seem like pickpocket paradise.