Officially it's forbidden but everyone from the top to the bottom of the companies concerned is fully aware of it and unofficially permits it to occur. It's not just enthusiasts that do it either.
Far from
everyone. I will ask those doing it to stop, and in extreme circumstances I will ask them to leave the service. A straw poll of colleagues indicates I'm far from the only one.
I tend to close the windows as I walk through the train, to be fair, to discourage this sort of behaviour and also for safety's sake around high speed crossovers (I'm thinking Didcot East) where someone standing next to an open window in a vestibule could go flying if they weren't expecting the jolt.
At the end of last year, I was leaving St Pancras on a HST and the platform staff were very quick to tell me off even when it was still in the platform! Mind you, I just waited until it had left the platform, then there wasn't much they could do about it.
I don't blame them. I don't really like anyone hanging out of a door during the dispatch process (including watching the train out of the platform). It can be a visibility problem, and it's hard to differentiate your average window-hanger from Joe Public who was only helping Granny Goggins get on the train and is now playing with the handle trying to get out!
As mentioned before, the signs are there to warn you about your own safety. If your stupid enough to put your head of the window when your on a 90 doing 100mph then yeah your stupid. But, if your leaving the platform.. you should be ok until it picks up speed.
The signs are red 'prohibition' type signs, saying quite clearly
DO NOT. Note, that doesn't mean
DO NOT, UNLESS YOU THINK YOU'LL BE SAFE BECAUSE YOU'RE AN 'EXPERT'.