A few summers ago, my family traveled to Europe and spent 5 days in Rome. Before our trip the only advice people kept giving us was to guard your purse, wallet, and passport. The general consensus was that Rome was full of pick pockets.
Once we arrived in Rome we hopped on their form of the subway to take us to the B&B. I was in awe at what happened next.
There were musicians on the subway that would walk around and distract you while they're children (typically around 4 years old) would walk behind the standing passengers and take their wallets, or whatever they could get. Then the children would come around with buckets and ask for money. The locals would pretty much shoo them away, but the tourists were sucked right in.
We finally arrived at our destination and were doing a head count (there were 12 of us...whole family trip) when my dad announced his wallet was missing!! The adults on the trip were in sheer panic for about 10 seconds when my dad announced his ever so clever scheme. He had taken his real wallet out of his back pocket and replaced it with a fake one with a note inside that said "sorry bout it!" We joked about that for the rest of the trip! Poor pick pocket...wish I could have seen his face!
Moral of the story: When traveling, anywhere, watch where you're putting your purse. Keep it in your lap if you're using public transportation, and be sure not all of your money and ids are inside, try to divide it up among your purse and suitcase. Men should also refrain form carrying their wallets in their back pockets, move it to the front, or try using a money belt under your clothes. You can never be too careful!