It's probably harder to drive a train into something than it is to fly a plane into something, but a bomb on a train could do a lot of damage even if it wasn't as cinematic as a bomb on a plane. And, having traveled on Amtrak and seen what people try to cram in to the limited space available, it's not clear to me that some sort of baggage control is automatically a bad thing.
(Don't get me wrong, I like not having to go through those airport-style controls, but it's a tragedy of the commons sort of thing, where abuse of it by a few renders it unpleasant for everyone.)