Here is a quick description of the easiest way that I’ve found to rob a train in Red Dead Redemption 2
Go to a post office, wait for the train to arrive and buy a ticket for the train (or if you’re feeling rebellious, just walk on the train).
This is where it gets interesting, the best idea is to wait until the train has left and is pretty much out in the middle of nowhere. Then, go through each of the carriages pointing your gun at people and pressing Y/Triangle to rob them.
Most of the time, people will give you a few dollars or valuables which should outweigh the bounty that’s going to be on your head.
Another reason why to rob people on the train when out in the middle of nowhere is because you won’t have as many Law men after you. If your horse isn’t tied up it should follow you, so once done and everything dealt with. Get the train to stop, jump on your horse and ride into the sunset… Or to a fence to sell some stuff…. Either way you’re free.
Also, another point with this is, if you do this correctly, then this is going to account towards the progress on Robberies for 100% completion.