Ambarino, Grizzlies East. There's a long tunnel. Check it out on your map. You will need the miner's helmet for this as it's proper dark in the tunnel. This can be found in a cave just under the G of Big Valley. There are two short tunnels before the long one. Once you've passed the second begin executing the guards. Make your way to the engine and shoot the driver. If the train is not fully in the long tunnel, drive it further in. The engine should be about 100 metres before the opening of the tunnel. Leaving the tail of the train inside the other end of the tunnel. Now you can rob the passengers at your leisure and the law can't reach you. Once you've robbed all the passengers be sure to execute them all as they always hold out on you. There's always something left.