Just got back from a tour in the Czech Republic. Met a couple who had both their bikes stolen on a train in, I think, Romania. After the fact, they heard that this practice is an income source on trains in East European countries. They get 'em while you sleep in your compartment, bikes locked in the corridor, just before a station. Be careful.
We met two couples who said that while cycling there was fine, combining bikes and trains could get to be a nightmare.