having been on sleeper trains between moscow and SPB many time, i'm usually much more careful then suggested here. When I go to sleep, I make sure that there's absolutely nothing worth taking laying around the cabin. do not be fooled by the "locks" on the cabin door. they are easily opened from outside. I put all baggage under that seat (as much as possible) and careful to hide my wallet/passport, etc. If I have a choice, I'd always take the 4-hr train and sleep in a normal bed. the sleeper trains are comfortable enough, but nothing like sleeping in a real bed. of course, if time/schedule is a consideration then sleeper it is.