I would pray the thief broke his legs jumping off the train. because in other case it would be almost impossible to find him between the stations...

I should immediately do two things: 1. Inform the conductor of the train about what had happened. 2. Sit down, relax, drink some coffee, and then write out a list of everything that was in the bag. For example, if my passport was in the bag, I would have to make immediate arrangements to get a replacement; if my credit card was in the bag, I would have to notify the credit card company not to honor any charges made on it; if my cellphone was in the bag, I would have to notify the company to see if it could trace any calls, etc.

Well, the question basically asks how you would deal with misfortune. So think about these things: - What would you do first of all? - Once you have access to a phone, who would you call first? - What would have been in your bag, and what steps would you take to replace the lost items? There's no magic answer anyone can give you. You should answer this as honestly as possible.