Came within a second of losing my wallet in Italy some years ago, when I had stopped at a rest area on the motorway between Bologna and Florence. A real classic, some guy bumped into me while was in the line to buy some water and snacks. He started to talk to me, and while I was trying to understand what he was saying I felt someone trying to reach into the leg pocket in my pants, where my wallet was. Turned around, shouted loudly (in Swedish, I think...) at him and both of them took off. Never had any problems in a major city, though.

Then again, I did lose a wallet on an airplane once a long time ago. I had put the wallet in the seat pocket and simply forgot about it when we landed. Incredibly stupid, I know, but I was 19 at the time... Noticed it a few minutes after leaving the plane and told an airline employee who called the gate staff. They didn't find it, so I'm guessing someone sitting behind me grabbed it on the way off the plane, since the wallet was clearly visible over the edge of the seat pocket.