The day after we landed in Rome we were in the subway and my husband's wallet was stolen. It was in his back pocket. This is a man endowed with ample common sense who lived in NYC for years. All I can do is chalk it up to jet lag. Fortunately, it was mostly credit cards and his driver's license, all replaceable with a little effort. AE's office is in a nice area near the Spanish Steps so we got to do a little extra sightseeing. (A couple days later he felt someone in the subway groping his back pocket again.) He also got his front pocket picked of about $200 in rubles after being rushed by a group of gypsies in St. Petersburg- we think they may have followed us from the ATM.
Now I carry most of the money and credit cards! They go in a purse under my clothes. I carry a cloth tote bag with food and whatever souvenirs we've picked up- nothing it would be heartbreaking to lose.
On subway trains be wary of the people closest to the doors- people who are planning to grab and run like to be close to the exit. Also be aware of any odd moves- my husband noticed 3 guys who got onto a train and one deliberately moved in between the 2 of us. He thought that it might have been to block my view of whatever his accomplice was planning to do. We moved back together. Paranoid? Maybe, but we have reason to be!