This is a tough question. If someone had a well marked train stolen, he may have had it insured as well. So he may have been compensated. And if you inadvertently purchased it, then returned it, perhaps you are now the victim as you have lost your money unless you have a good paper trail that will stand up before the eyes of the law. But can you sleep at night? Like I said, this is a tough question and a good Scout always does what is best.
Here is a true story that could just as well have been a train: My wife had a cleaning business. An employee from a temp service stole jewelry from many clients. The temp agency was not held accountable, the bonding agent did not pay off because the thief was not tried and convicted. Here is what happened: We went to court and lost. We paid the appraised value to the victim. The victim also had been paid in full by their insurance company. And then the victim's jewelry was recovered from a pawn shop and returned to her.
So results tabulation: We lost several thousand dollars. The victim gained several thousand dollars from us and the same from their home owner's policy. And the victim got her jewelry back within 60 days. So now you can see who the victims were: The insurance company and us. The perp got away with it. And the original owner made out like the real bandit.
So, with an obviously tainted past, I would just presume the train had been passed on through some legitimate sequence of events and that I had spent my money wisely. I would keep the train and let the sleeping dog lie. OK. Judge me, but as the old catch 22 paraphrase goes, "just because I am paranoid does not mean everyone is not out to get me."
And I would of course not have bought the train if the situation did not feel right. I get a sense of wrong when the seller does not know the value and seems to be dumping an item to be rid of it. I would hope to ask the right questions and then pay attention to the answers and the body language. I would not then feel the need to volunteer to be the victim in the "train" of events.