A gang of four armed thieves, wearing balaclavas, white hooded overalls and dust masks stole the keys to a Metro train during a mysterious heist.

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The group, carrying baseball bats, demanded a security guard and then a train driver hand over keys after breaking into a train-holding yard close to Burnley station, near Richmond.

Police say the gang entered the Burnley train siding, between Madden Grove and Swan Street, by forcing a gate on the south-east side.

The men made their way to a security room and demanded a guard hand over keys, which he did.