Well Amtrak specifically tells one that they are not responsible for electronics brought on board by the passengers. And on one of my trips on the Empire Builder, my SCA actually had a pair of $70 or so sunglasses stolen out of his room. Even though we didn't realize it and get a chance to talk in person, EBOBS was actually on that same run and when one of us started talking about that theft here on the board, we quickly realized that we'd been on the same train. It was suspected that a couple of young kids lifted those glasses, but never proven to my knowledge. And my poor attendant, who otherwise IMHO was very good at his job, was not happy.Last year I rode both coach and sleeper. When I rode coach, I sometimes had to go through sleeper cars to get places I wanted to go. I suppose I could have opened any roomette door to see what is there. If I were a bold thief, I surely could have. But Amtrak doesn't encourage leaving your most valuable stuff untended anywhere on the train. I had a backpack that pretty much went with me wherever I spent time. It isn't like there's anybody who works for Amtrak standing guard. I do think there is enough space between stops in the western half of the country for a theft to be discovered and reported to the conductor. Not sure what Amtrak would do in that case. Like to assume some action will be taken (not guaranteeing it, though, based on my general impression of their competence). It would be good to have a place online for every passenger who loses something to post it. I am in serious doubt that Amtrak itself will candidly divulge their crime stats.
So theft does occur on the trains. It doesn't happen often, but it does happen. So one should take precautions. Put your valuables either out of sight or bring them with you. I generally lock my laptop to the seat recline bar and throw a pillow over it. Other things are put into the suitcase. And money, wallets, purses, always go with us when we leave the room.
It is very unlikely that a theft will occur, especially if you take steps to hide things. Leaving something of value like an iPod however out in plain site is an invitation to trouble.