I mean like a time period where there were a bunch of train robbers n such. Adventure and a good plot is always an add on for me, even if it's not too long. It doesn't HAVE to have any action, it just makes it better, ya know? 😎

These aren't exactly as you asked for, but they have action.

From Eroica with Love - thieves and spies in the 1970s; there is a train robbery in one volume, a cruise ship robbery in another
Tantei Aoneko - set in 1920s Japan, about an aristocratic detective
Gorgeous Carat, about a jewel thief in the 1800s

I'm having an idea... It's not a yaoi that happens in the past, but in the future. It's a classic: a must for all yaoi viewers. Ai no Kusabi
It have a lot of action and there's a thief. =3
Maybe you won't like it at first, but you absolutely have to continue and finish the 2 episodes because it becomes better and better! (I cried at the end!)

I didn't read a lot of historical yaois... Maybe Aigan Shounen but that's really dark.

I also know 2 yaois with machines Ginkaku Hakushi to Marmot and Invoke (The 2 are in the future! I know I'm sorry! >.< Still not really what you asked for)

That's the best I could do for now!
Good luck! =D

Variety's the very spice of life, That gives it all its flavor. -- William Cowper