An old destroyed train that derailed is one of the secret locations of Red Dead Redemption 2. if Arthur Morgan manages to find it, he will be able to find valuable things there. In one of the cars, the total cost of what was found is much lower than in the other. However, it will be much easier to get to it. But you should try all the options.
Find the destroyed train, to the North-West of Fort Wallace. Arthur will see several cars, one of which will be in an upright position. This is where the most valuable items will be located. And that's where it's going to be the hardest to get into.
To get into the "expensive" car, Morgan will need to climb the hill behind it and, with his back to the train, walk along the indent. The goal of the walk will be the first slope between two rocks. You can only jump on it from a running start. After the goal is reached, Arthur will need to turn to the train. At this point, he will see a rock that he will need to climb.
It remains only to jump from the place where Arthur is, to another stone, and then in the same way find yourself on top of a standing car. Inside, Morgan will find several bottles of alcohol (plus stamina), as well as two gold bars that can be sold.
It is much easier to get into a recumbent car with valuables. Just go to one of them and search each one. The search result will be a chest where the main character will find coins and jewelry.