Admittedly not for everyone, I find travelling light the safest solution. Usually, I have a backpack with enough to last me several weeks. I don't carry several weeks of clothes, but can always find a laundry somewhere in my travels to clean and reuse the clothes I have packed. The backpack easily fits on most trains in the overhead rack and if I have to leave the carriage, it's easy enough to bring with me.

If you need to bring business suits, however, this solution will probably not work.