To maximize your time and money in Europe, make any trip over six hours an overnight ride
Making a romper room out of your compartment by pulling all the seats flat works fine, but you'd better pray the train doesn't fill up, or you'll be rudely awakened and forced to sit up all ride.
One of Europe's greatest sleeping and travel bargains is the overnight train couchette.
For just $20 you get a bunk in a couchette and you wake up the next morning in your next destination without having wasted a day getting there.
Though this isn't the most comfortable night's sleep you'll have, the price and convenience is hard to beat, and there are even ways to do it for free.
You have four sleeping choices when it comes to trains, two free, two at a cost:
Sleeping for free on trains
This is a last resort; you won't get much sleep.
Old-fashioned trains in Europe consist of compartment cars. Each private compartment has two rows facing of seats (three in each row), a picture window on one side, and a door to the corridor on the other.
How to ensure you won't get booted out by someone who legitimately booked the seat you're considering? Check to make sure you're occupying an unreserved seat before you claim the couchette. Outside of each couchette is a little plastic window where bits of cardboard are inserted if someone has reserved a seat—could be someone getting on at this stop, could be someone getting on at a station farther down the line. In the series of photos above, the compartment in the upper left is fully booked , so forget it. The upper right has only two seats available—fine if you want to sit, not if you want to sleep. The lower left compartment, though, is not only obviously empty right now, but no one has booked a seat in it, either. That's your signal to pull out all the seats (as in the lower right photo), shut the curtains and the light, and start guarding your free bed from all comers.
You can usually pull out the bottoms of facing seats toward each other, which collapses the seat backs down and turns the whole shebang into a flat surface. Do it to all six seats in the couchette, and you turn it into a little padded romper room in which to nap—but usually no door lock. (If that doesn't make sense, just check out the photograph up at the top of the page.)
Privacy isn't guaranteed, so as soon as you find an unoccupied couchette, pull out all the seats, close all the curtains, turn out the lights, and lie down as if asleep—even if it's 5pm. Hopefully, potential roomies will pass your couchette by in search of a more inviting one.
One final, and sadly discouraging note: this seat-pulling is a method that gets more difficult to pull off with each passing year. Slowly, these old-fashioned compartment cars with little rooms of six seats each are increasingly replaced by trains consisting of boring, modern open cars with parallel rows of seats (you know, like on Amtrak or your local commuter rail).
Options that come at a modest cost
This is always my first choice: to reserve a berth in a sleeping couchettes.
Sleeping couchettes allow six to sleep in minor discomfort on narrow, flip-down, shelf-like bunks. You get a paper-thin sleep sack, a blanket, and a "pillow" that somehow manages to make the spot you place you head flatter than if you didn't use it.
In a sleeping couchette, the doors lock, the conductor keeps on eye on your car, and at around $20 to $30 for a reservation, it's one of the cheapest sleeping deals in Europe.
Unless you reserve an entire couchette, be prepared to share your room with up to five strangers.
A berth in a sleeping car
Usually this is only a first-class option, where you get a tiny room with two to three bunks and a private sink. It's more expensive and a smidgen comfier than a couchette.
Strangers may populate the other bunk(s) if you're alone.
With either a couchette or a sleeping berth, if you're crossing an international border, the conductor will take your passport when he comes around to cancel your ticket or rail pass. This is so the border patrol can sift through them all quickly when you cross at 3am, and you won't have to be woken up. Don't worry; you'll get everything back in the morning, and it's probably safer in the conductor's care overnight than it would be on your person.
Speaking of which, here's a section on train safety, particularly as it applies to overnighters.