We did a Prague/Budapest night train a few years ago. The train itself was fine, but the station in Prague around midnight felt a little dicey. At one point, we were seated on some benches with our luggage behind a kiosk. A group of gypsies (sorry, but we travel all over Europe and that's what they were -- yes, they could have been Balkan, Greek or who knows what, but they weren't) slowly began to seat themselves in our otherwise empty area. I saw what was up and relocated us to the center and most open part of the station. My wife and I sat on our luggage, back-to-back, and watched this same group ooze out and start moving in on us. I stood up in case it was necessary to protect ourselves (so far, no overt moves that I would characterize as threatening had occured -- we were just aware of their interest, and I thought it a good idea to let them know that I, literally, would not take anything untoward sitting down). Just as I did, two police strolled into the station and the Gypsies vanished like smoke.

Would anything have happened? I don't know. I'm not a paranoid traveler, and we always take the normal precautions of being aware of surroundings, etc. (which is how we realized what was going on in the first place). In all of our travels, I've only once run into an attempted theft (the old Gypsy-kid blitz in Milan, easily deflected). All I can say is every internal alarm bell was set off by occurence, and I've learned to trust my instincts about such things.

Would this incident stop me from travelling through the Prague station at night again? I don't know -- I'd need to think long and hard about it, but probably not. In the future, I'd time things better so that we didn't have a long wait in the central terminal.

As for the train itself, the only negative was the repeated border stops at which we were awoken to show our passports.