Every train stations has its own Left Baggage service. Onboard, you can put your belonging in an overhead locker. And on some lines, there is a baggage car (US terminology) or luggage van (UK terminology). However, carrying less luggage can make your trip more comfortable.

Passengers should keep important documents and their passports and visas ready at all times, because when you reach the immigration point in each country, the conductor will come and check your documents.