Only time it has happened to us is right here in the US taking the Chicago subway into town from Midway. Beware Roosevelt station. A man pretended to fall down entering the open door of the train, then when my fiance bent over to help him, he felt his wallet be pulled from his back pocket. Surprise, my guy wheeled and knocked the thief off his feet! Chicago's been the closest call, but other than that I have been the most wary in Naples and Rome. I always wear a cross body bag that zips and keep my hand on it in crowds. Fiance keeps his wallet in his front pocket now.