Whenever I traveled on the overnighters, we'd actually use the bags with our valuables as pillows, no one was getting to those without us knowing!!

As somneone previously said, the doors on the Spanish trains lock, but many others don't or if they have locks, sometimes don't shut right. I have seen at http://www.magellans.com a few neat new devicies: 1 is a wedge that you can put in the sliding door of the train so that if someone tries to open it, it will function as a lock. They also have personal alarms, you can lock your stuff to your wrist or to the bunk and if someone tries to get it, an alarm will sound.

Have fun and be safe!