Suppose you hitch a ride in an empty unlocked box car that is a part of a freight train, for example in the continental US. Do railroad companies actually care about that? Do they have people looking for you? If they catch you, what can they do to you?
Well, let's look at whether it's possible first, to be Blind Baggage in a Box.
You'll want to enter one of the cars that's empty, obviously, otherwise you run into other problems (being accused of tampering or theft). This means you'll want to do so out of sight.
You could do this along the tracks, if you know the train stops at a signal, or in the changing yard - both tricky, and the latter probably trespassing - given you're not allowed off passenger platforms by law.
Metafilter has a great page on this, but repeats time and again - if you get caught, you're in trouble. Not "we'll kick you off the train" trouble, but we're talking arrests.
Possible charges include:
It also amuses me that this society exists...
Another thing to remember, from anecdotal experience. Two friends and myself were on an overnight train from Bucharest, Romania to Istanbul, Turkey. The train was fairly full, and we wandered through looking for more space. We found three empty boxcars at the back. We have NO problem with lack of comfort, but we thought space could be pretty good. It then turned out we'd been allocated two seats each somehow (they seemed to actually have a backpacker class) so gave up on that idea and enjoyed our seats.
Mid-way through the night we stopped in Bulgaria to change engines. We got off, and then realised what could have gone horribly wrong - the boxcars were no longer attached, and had long since gone somewhere else...
This has a more detailed description of the possible trouble you could get into: http://en.wikipedia.org/wiki/Freighthopping
This one has some hobo / railroad stories from the author's time on the trains - also has warnings why it's a bad idea: http://www.northbankfred.com/austin.html