I can just imagine it.
Two characters are robbers, but they aren't working together (meaning the both planned the robbery without thinking anyone else would have the idea). They meet and start fighting over the lenght of the train, attracting everyone's attention, while the other characters, which are collaborating, board the train and take the chnce to steal the loot, only to be found out by the guards and the other two robbers.
So they run away and decide to work together froim then on.
That's how I would have made it happen at least.
Two of the party were robbers! One riding with the gang while the other was disguised among the train staff. The third party member was on the train for business, while the fourth lived in the town the train was passing through. As the robbery progressed, the robber PCs realize they've been duped; that the robbery is cover for an assassination attempt. They bail out with the other PCs and group up in the town, adventuring from there.