I suppose all cyclists have to live with the fear of their precious mount being stolen - no matter how assiduously they take security measures, how carefully they lock up.
What I didn't expect, was for my bike to be nicked off a train, almost under my very nose!
I'd boarded a train to Eastbourne this morning, and put my road bike in the door bay on the right-hand side, since all the platforms at the next few stops would be on the left. I then sat two rows away, but facing away from the door bay, because all the seats were aligned that way, bus-style (this is increasingly common in railway carriages). A mistake I won't make again!
At the next stop, Plumpton (a fairly out-of-the way place near Lewes), I gave a quick glance back to make sure the bike was OK as the train came to a halt. But I didn't look back again until the doors closed and the train started to move. No bike! At first I thought it had fallen over out of my view, but no: I then gave a yell and hit the Emergency Stop button (the first time I've ever done that!). The train immediately stopped, still alongside the platform having only advanced a few yards.
The guard came (a good reason why we need guards on trains: Southern Railway take note!) but said he couldn't open the doors since the whole train was no longer adjacent to the platform, for safety reasons. So I couldn't give chase. He offered to alert the police and advised me to get off at Lewes and meet them. So I got off at Lewes. I went to the Station Manager's office at Lewes station but no police. I was warned that they often take an hour or two to respond to this sort of incident: I hung around for 1½ hours trying to phone them but unable to get through. In the end I left contact details with the Station Manager and returned home.
Back at home I had better success phoning BTP (British Transport Police) and gave them all my details, including those of a witness who said he'd seen someone walking away from the train at Plumpton with a bike (I'd seen nothing). I then decided to get in the car with my wife and drive slowly through Plumpton village past the station, peering into every front garden and side street, more in hope than expectation. After all, there's always a chance that someone might have grabbed the bike, realised it doesn't fit them, and dumped it.
No joy in the village, but two miles further on, on the same road, near a pub called the Half Moon, there it was - leaning against a garden wall! My road bike is fairly unique in appearance - an old steel Bianchi in 'cerise' - and instantly recognisable. Now I wasn't sure what to do: I phoned BTP once again and said, I've found it: is it OK to retrieve my bike? They weren't sure either, but seeing as they were - like all police forces - short-handed, they said they'd pass a message on to Sussex Police (since the bike had not been dumped on Railway premises it was now under their jurisdiction). If I didn't hear from them for a while I was free to retrieve the bike.
Well, another hour's wait and nothing more from the police, but as it happened the owner of the house belonging to the garden wall, turned up in his car. He spotted me and my wife hanging around next to our car, came up to us and asked me if that was my bike. I explained the situation. He said there had been a lot of bike thefts locally, but I suppose my experience was a new one on him. Well, with him as a witness, I felt more comfortable about retrieving my bike, so home we came.
Another oddity. The place where we found the bike is less than two miles from Plumpton Station where it was stolen. But the computer shows that the bike had done about fourteen miles. At an average speed of about 7 mph. What had the thief been doing, I wonder?
I shall be a lot more careful about watching my bike on a train, in future.
but wish the thief had been caught 
For motor vehicles I knew that there's a specific offence of TWOC'ing but presumably that doesn't apply to bicycles.
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