A series of children's books written by Gertrude Chandler Warner. They went out of print years agp, but most libraries still carry the books. They are about 4 orphans, Henry (14), Jessie (12), Violet (10), and Benny (6) who run away (although it never really explains from where) when they are told they will be taken into their grandfather's custody, who they hear is evil. They end up living in an abandoned boxcar in the woods. Eventually, they end up at their grandfather's house and learn that he is a nice man afterall, and begin to live him.

It's a mystery series, a lot like The Hardy Boys, Nancy Drew, and The Bobbsey Twins. They go near and far, running into strange mysteries, and usually save the day (some of the mysteries I can't imagine how they would solve, the eldest of the 4 being only 14). I particularly only remember the first four: The Boxcar Children, Surprise Island, The Yellow House Mystery, and Mystery Ranch, but I hear there are over 64 books in the series.

And The Boxcar Children is also an industrial rock band, but I have very little information to provide you on that.