Theft from sleeping accomodations is very rare on Amtrak. I've personally never heard of it actually happening. I've often left my camera unattended at coach seats (out of sight, of course) and haven't had a problem. Take precautions, of course. Keep valuables hidden under the seats, in a suitcase, or in the closed upper bunk, not out on the seats or the table. If there's something of value that can't be replaced you may want to keep it with you at all times or check it in the baggage car. In the unlikely event that something is missing notify your car attendant immediately, preferably before the next stop.
One other thing I do with my camera. I don't actually take a camera case on board. I keep teh camera in a small travel bag. A camera case advertises to anyone who sees it "camera inside." A travel bag may or may not contain any actual valuables, so someone is less likely to get into it in the first place.
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Trust God, love your neighbor, and never mistake opinion for truth.
-Mr. Toy
The Del Monte Club Car