I was in Rome a few weeks ago (late May). Do watch out for pickpockets in the subway. They tried to pick my wallet, but I was aware of it and put a stop to it. The exact same scenario also happened to me a few years ago: a lady (usually a gypsy) with a satchel or a bag would stand close to you. She'll use the bag to hide her hands from you while she explores your pockets. Both times, I grabbed her hand as it was in my pocket, and I seriously considered breaking one of her fingers.

Metro stations in Rome often have long escalators going up or down. I always try to use the stairs as they are less crowded and I get some exercise. If you do use the escalators, stand facing sideways so you can see both up and down. If you just look ahead (like 99% of the people), somebody can run by, yank your purse and disappear before you have time to react. I saw this happen in the Philippines.