Yes and in the most unlikely places as well just when your guard is down.

I've read some of the warnings about personal safety in Buenos Aires - aimed at mainly US tourists it has to be said - most of it would be enough to put me off going if I didn't know any better.
I had a very inept pick-pocketer try his luck on me on the subte last year...he was so useless at it I nearly burst out laughing at him. The ripping velcro on my cargo pocket could be heard loudly over the noise of the train. What he thought was a fat wallet bulging out was in fact just a packet of fags.
When he knew I'd sussed him out he ran off at the next station.