They want your stuff.
Your stuff is moving.
Here's what thieves might do.
When real thieves steal sheep tossed from the back of a truck, it looks like this:
Thieves Steal Sheep From Moving Truck
When real thieves try to steal from a moving vehicle and are filmed by a night vision camera on a helicopter, it looks like this:
Romanian thieves attempt a night heist,
filmed by Romania's Department
for Organised Crime and Terrorism
When fake thieves steal an expensive sports car from a moving train as part of an $86 million dollar movie, the behind-the-scenes view looks like this. (But they also smash their own truck into the train and...)
Fast Five - Featurette: "Train Heist"