Well, there's a choice of two (or rather three) railways in Donegal- the County Donegal, and the Londonderry and Lough Swilly, which also worked the nominally- independent Burtonport Extension Railway. From the little information I have to hand about these lines, this incident best fits the bill:

It was learned on Wednesday that the goods train which left Derry that morning shortly after 10 o'clock was boarded on arrival at Cashelnagore Station by three armed and masked men. This happened to be the last train over that section of line, the service on which has been suspended by order of the military. One of the men going to the engine compelled the driver to proceed, and the other two men journeyed in the brake van. For some hours the train was missing and no information was available, the wires having been cut. Later it was learned that the train was halted between Cashelnagore and Gweedore, where four additional armed men were waiting, and the waggons having been ransacked the raiders withdrew. Before leaving they stated that they were searching for Belfast goods, but nothing had been interfered with. The train then proceeded to Burtonport.

From the Derry Journal, 22nd April 1921, quoted in "The Lough Swilly Railway" by E.M.Patterson.