When I travelled to Greece by sleeper nearly 30 yrs ago, my friend's wife had her small hand bag with valuables stolen when we were asleep, people we spoke to reckoned it was a common occurence passing through the former Yugoslavia where the train stopped a number of times and made it easy for the locals to hop on and off. It was reckoned that they were using small cans of gas and ensuring that their victims really were asleep before conducting their misdeeds, certainly we were completely unaware of anything untowards until we woke up! She had the hand bag securely (she thought) underneath her pillow! Train staff did not seem to be helpful (including police on the train) and we did half wonder if there was an element of corruption going on between the train staff and the locals. I have also travelled alone to Bulgaria but not for 17 yrs, I wouldn't dream of doing it now! Many people reckon bus travel between Turkey and Bulgaria is safer and more reliable than by train.