Safety

They won't get snitched. Think about it, where will the thief go? There is some risk during station stops and luggage thefts have occured, but they are rare. Some people lock their bags to the bars, especially when you leave larger bags at the bins at the ends of carriages. You can lock them with a flexible bike lock, or if they have a shoulder strap - loop it through to prevent someone from running off with it. But always be courtious, don't lock your bag in a way that prevents someone else from getting to theirs underneath or adding their bag. Alternatively, you could just keep an eye out during station stops for peace of mind. I always keep anything really valuable with me when I step away from my seat. Like a camera or laptop. I also keep my bags locked with a travel lock to prevent anyone from rifling through them.

Douglas is correct. IMO, travel sites tend to over hype luggage thefts from trains and pickpockets. It can happen but is infrequent. Since most of the people on the trains are locals, if luggage theft was a big problem they would all be sitting on their luggage. We use little comb locks to secure all zippers and we do use a light weight flexible cable to hook our bags together or to something solid if it is available. We throw our day bags on the overhead rack and do loop a strip through a rib of the rack just so that it cannot be quickly grabbed by someone. The greater risk will be on regional trains because of the frequent stops and much higher usage.

I use a light-weight bicycle cable and small lock, just for peace of mind. Then I can sit back and relax on the train.
I loop the cable through the handle and one of the bars on the luggage rack.

I use the PacSafe cable lock and secure bags to the storage rack at the front of end of the rail car. Just make sure all your bags have a travel lock on each opening.

We secured our bags using the "Lucky Line" keychains sold on Amazon for about $1.80. hooked a few together for securing to rails, chairs ect. We secured all zippers with them as well.