I am of the opinion that it's usually the city you least expect it to happen as you drop your guard for such an event. Every city, town in any part of the world is pickpocket territory if you make it easy for them...it's up to you to make it less likely to happen.

I have never had a problem in Buenos Aires until a few weeks ago when I was in the metro. I had a pair of trousers on which had cargo pockets closed with velcro. As it was quite busy and I was only going two stops I stood at the door next to a innocent looking chap who was facing out. I heard the noise of velcro being opened, looked down to see this guys fingers next to the pocket. I brushed them aside and he went and found a seat. His tactic was to look at the reflection of his "target" through the glass and obviously to make a fast exit should he be successful....so never stand at the door on a metro train if it's busy.
Little did he know that the bulge in my pocket wasn't a wallet but a packet of fags.