Take it on train.

You jump through the closing doors and onto the train in the nick of time. You can't tell if your pursuers did likewise, however you don't get bothered for the remainder of your short journey.

A sneak look at the package reveals the portrait inside to be intact. Adolf Hitler's eerily mad eyes stare from it directly at you.

A few minutes later, the train pulls up at your stop.

You can:

Leave the painting on the train. Those lost property officials will know what to do with it.

Take the painting back to your hotel with you.