The first class TGV cars that I have been on have had luggage racks inside the car. (I think the second class cars have too.) So I don't put my suitcase on the rack near the door; I carry it inside the car and find the rack there. There is a small sign above the rack; it's not very obvious unless you are looking for it.

The only place I worry about luggage disappearing is in the originating station, where the train is stopped for awhile and someone could jump out at the last minute with a stolen suitcase.