BTP said a woman boarded the 09:32 GMT service from London Paddington to Kemble and placed her suitcase in the luggage rack.
“A man is seen also boarding the train at Paddington taking the suitcase worth over £4,500 before getting off and moving to another carriage,” said a BTP spokesperson.
“Officers have since located the suitcase but the contents were not inside.”
Bowman thanked BTP officers who delivered the stolen case to her house.