>>717349393 (OP)
A big theme of the second game is how the old west is dead, and the world has moved on. Dutch and his gang are stuck in the past. There is no such thing as an outlaw anymore, the law is too big and too present.
You can't rob trains anymore and get away with it. You have to help people and give them a good "Hey mister!" every once in a while.
But if you really want to rob trains, follow one from Annesburg into the tunnel up north. Wait until it gets to about the middle then shoot the conductor. You'll be 'Wanted', but the cops can't get there. Leave no one alive. Go slowly when you leave the tunnel to make sure the coast is clear or you might get a bounty.