Mobile broadband (MBB) connections are often exposed to varying network conditions under mobility scenarios, which can result in packet loss and higher end-to-end delays. Such performance degradation in turn can adversely impact the user experience. In this paper, we study packet loss characteristics of MBB networks under mobility using six measurement nodes that are placed on regional and inter-city trains in Norway for a period of seven months. Our findings show that packet loss is significantly higher for mobility scenarios compared to the stationary. In order to understand the cause of packet loss, we investigate Radio Access Technology (RAT) changes, temporary loss of service, and changes in cells and location area codes (LAC). We surprisingly find that almost all periods with RAT changes involve packet loss. We also observe that 70% of the overall loss happens in periods with RAT changes or temporary loss of service. Further, one third of RAT changes involve connection termination. Our findings highlight the importance of radio access network (RAN) planning and configuration, and provide guidelines to alleviate packet loss in MBB networks.