If you're travelling by a sitting class (Executive Class, AC Chair Car, Second Class Sitting), luggage is stored on racks above the windows.
Since you're unlikely to be away from your seat for particularly extended periods, you shouldn't have too much to worry about here.
With sleeping classes (any reserved class except the three classes mentioned above), luggage is stored under the lower berth or the side-lower berth, depending on which berth you have. you don't have too much to worry about either, as you can bolt the cabin/coupe shut at night, so nobody can steal your belongings as you sleep.
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