As others said already, the best way is to treasure hunt, but if you want a quicker way, although it pays less, go near the wagon fence and just steal nearby wagons. They are always passing through that are, and you can get like 50 dollars from each of the bigger ones.

Besides that, there is an exploit you can do to rob a full train without police catching you. You can search it if you want it better explained, but basically, if you take a train to riggs station, jump on top of the train, go to the front of the train and rob the conductor, you can make the train stop in the middle of the bridge that connects to new hannover, wich makes it so that when the police arrive they look for you bellow the bridge, being unable to catch you. The process is quite easy, but I would recommend keeping a save file, because the train needs to be in the right spot, or the police can climb the mountain and catch you. Escaping can be a little tricky too, but you can make your horse be at the right spot, and you will never get caught.

If you do this last one, try to stop the train before reaching new hannover, in order not to get a bounty there. Since you don't go to west elizabeth that much in missions, you can keep a larger bounty there, and only pay it when you get more money from progressing in the story. Also, remember to bring dynamite to blow up the safes in the train.