LOL, those underwear with pockets reminded me when I was working as a cashier in a gas station. I really hated it when people pull out money from their sweaty socks to pay. I would have to lay them out on the county to dry them up! I am not sure which is worst.. money under sweaty socks or underwear...Ewwww.

And I don't know about Europe pickpockets, but in Asia, they use razor blades to cut the pocket or purse and slip out the contains. I think there are razor blade resistance pants and such, but it just sounds uncomfortable.