The footage shows the youths grabbing hold of the train and being pulled along the platform in Kingussie in the Highlands earlier this month.
British Transport Police described the incident, which happened on Tuesday January 8 at about 7.30pm, as attempting to "surf" on trains.
Constable Matt O'Neill, based at Inverness, said: "Although this is a rare occurrence, it is an incredibly dangerous practice.
"I cannot underestimate how foolish it is to mess about around trains and stations. As well as potentially delaying trains, you could be seriously injured.
"I am appealing for anyone who has any knowledge of those involved to contact me as soon as possible and I would urge parents to know where your children are and ask them to re-iterate how silly this sort of behaviour is."