The Indian Railways has specified the following system for lodging of FIR in case of theft/Robbery/Dacoity.
In case of theft of luggage, robbery/dacoity in running trains, a passenger can approach train conductor/coach attendants/guards or GRP/RPF escort. They will give the FIR Form which may be duly filled in and handed over to them. The complaint will then be forwarded to the Police station for necessary action.. The passenger need not break his journey to lodge a complaint with the police. The passenger can also approach the RPF Assistance Posts at major railway stations for any assistance in lodging the complaint.
(The FIR Form is as follows and can be downloaded as a pdf file)