I always like a good old train heist, personally. Comes close to highway robbery in a fantasy setting, but that’s a good old Western trope itself, and if you’re knocking over a whole military caravan of goodies you can get the whole damn train heist vibe right there (have battlemages or similar on deck for the high value bastards and crossbow dorks for the low stakes pop-up target shootout). Not to mention the added bonus of the flavor of highwaymen robbing a stagecoach.
ETA: I should be clear, I was definitely talking more about the “running battle along the tracks, jump onboard, continue” style of train heist. The rubbish-on-the-rail type has its own charm, but it’s not nearly as distinctive.