I took the train from Irkutsk to Ulan Bator out of season after the first snow. Mr thug and I were the only westerners on the train and we had to share a sleeping compartment with a Russian guy for 36 hours. There were smugglers on the train and one of them tried to place himself and contraband in our compartment at the Russian border. We kept throwing the boxes out and it got rather nasty as he was very threatening. Eventually I complained to the carriage attendant and he was removed from the train at gunpoint. He had friend still on the train though and we were threatened again. We didn't eat the train food as we had taken our food with us. We would not leave our luggage unattended and didn't want to go to the restaurant car alone either.
At the Russian border the guards tried to say we'd left a hotel bill unpaid in Irkutsk and they demanded payment. We'd stayed with a Siberian family and eventually when we showed them the address of our hosts written in Cyrillic script they gave up.
It may be different in season with other westerners around but the Orient Express it ain't! You need your wits about you.