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I don't think it relates to law, just common-sense after decades of terrorist attacks in London. http://en.wikipedia.org/wiki/List_of_terrorist_incidents_in_...

I'm guessing that the risks are far lower in the US

In this case, GO Transit runs a commuter rail network (on the surface) so underground bombings shouldn't be a concern.

OK - we have left luggage in large train stations but all bags are subject to security inspections. They have to go through a TSA body scan ;)