In the more popular European tourist cities, you do have to watch out for pickpockets. Its kinda easy to spot who is working the crowd, vs people actually using the trains. If you take a minute to get your bearings or read a map, tie your shoes, fiddle with your backpack, take a minute to scout out the people in your vicinity. Is anyone watching you? Are they watching you because you just pulled out a map? Immediately be suspicious of them and anyone else close by. They mostly work in teams.

I would also agree that I never have to worry about being pick pocketed in the US and always have to worry about it in Europe. Thats not paranoia, but physically seeing it when I'm there. Its a target rich environment for these people. Tons of clueless tourists that rarely have to worry about these things when traveling in the US.

On the trains and when leaving our bags say at train station storage, we use gun locks like these. You can thread it through your zipper tab holes to prevent the bag from being open on the train, then through a thick handle on your bag, and then thread and lock it to the train luggage rack.

Before going through a turnstile look "both ways" and behind you in an over the shoulder way.

Another trick I use is to utilize spacing when going through bottlenecks like a turnstile. I have my wife walk through a turnstile with a stranger between us or some just some generous space and I'll watch her and then when she gets through she watches me. Its all done in a stealthy manner and not as robotic as it sounds. If pickpockets see you doing this then it makes you less of a target because it gives off an aura that you are aware of people watching you and you don't get targeted.

If anyone approaches you from the front, angle off and just keep moving - Ala the person with the dead pigeon in newspaper. Difficult to get you while you're moving thats why they want to shock and awe you. Worst comes to worst these people are mostly chickens, make it troubling for them and they'll take off.

A friend of mine was pickpocketed a few months ago inside the Doge Palace in Venice. The only other people in one of the rooms with him were two girls. Before he knew it, they were gone. Then he noticed his wallet was gone a little later. It can be anyone.

Someone tried to pickpocket my dad on a train and my dad caught him doing it and the guy jumped off. It was at a stop somewhere in Italy.

Just have good awareness, some common sense, and you will have nothing to worry about.