Walk onto a train with your belongings.
Find an empty, seemingly peaceful compartment and claim it before anyone else does.
Lay your belongings on the compartment's floor or on the opposite seat where another passenger would sit. Scammers depend on the fact that you will likely not take the time to properly store your luggage or belongings if no other passenger sits in the compartment.
Hear a tap on the window of the train and get up to examine it. At this point, you may see a friendly face, perhaps an attractive woman or a small child.
Watch as the tapper quickly runs away. Look out the window to try to understand why the person tapped on your window and why they've left in a hurry.
Turn around and realize that your compartment has been robbed. An accomplice snuck into the compartment while you were busy at the window and took your luggage and other valuable items.