I was very nearly mugged on a late night train between CDG and Gare du Nord in 2004. I had my trusty Panasonic camera bag with me - which I use as hand luggage and not as a camera bag - and two young would-be muggers sat themselves right opposite me and grabbed my bag. Unfortunately for them the only valuable items I had inside were my passport and airline paper tickets (my wallet was on my person). Thank god they didn't take my passport and tickets. And the audacity of it was that there were several other passengers in the same carriage and they didn't blink an eyelid.
This has taught me to be especially weary of travelling late at night but it has not put me off at all. I still do travel late at night on the metro and RER but only for short journeys within Paris and inner suburbs. I have yet to be successfully mugged in Paris.