I don't know if this counts as the first one or not, but on Aug 23, 1862, a small detachment of the 12th Va Cav robbed a train on the Winchester and Potomac between Wade;s Depot and Summit Point, Va. Also, in the early morning hours of Feb 12, 1864, partisan rangers led by Marylander Harry Gilmor, robbed the B&O Express West at Brown's Crossing near Kearneysville, WV. This led to Richmond disbanding all partisans outfits except Mosby's Rangers and Mcneill's Rangers.Other robberies along the B&O line included Mosby's Greenback Raid Oct 14, 1864 also near Brown's Crossing and the Mar 30, 1865 robbery near Cumberland Md of another passenger train by Missourian Jesse McNeill and his band of partisans. Descriptions of these events can be found n my book Rebel Chronicles: Raiders, Scouts abd Train Robbers of the upper Potomac.