The victim boarded the train at Three Bridges station on February 3 at 7am, holding the suitcase.
But at around 9.30am, a woman reportedly picked up the item and left the train at St Pancras railway station.
British Transport Police officers are investigating and an appeal has been released calling for people with information to come forward.
An image has been released of a woman who may have more information which could help the investigation.
Anyone who recognises her or has information which can help is asked to contact BTP by texting 61016 or calling 0800 50 40 40 quoting reference 428 of 8 February.
Alternatively, contact Crimestoppers anonymously on 0800 555 111.
