I go quite often to Brussels Midi and I can tell you it is Disneyland compared to Brussels Nord! I'm from the mean streets of Chicago so I know how to take care of myself and not appear as a victim. However when walking around Brussels Nord, I always keep my eyes moving to scan the surroundings. Unfortunately Brussels Nord is where the best priced chain hotels are (Sheraton Brussels, Crowne Plaza, Hilton).

But as others said, there are pickpockets at nearly every big city train station in Europe. Perhaps less so in London due to the 1000+ video cameras, but for the rest, just take proper precautions.