No problems in Rome, but the Naples train station was another story. We exited the train and made our way to the platform for the Cicumvisuvia to Sorrento. The platform was crowded and my wife, kids and I had our rollerboards and backpacks. I was overly concerned for their safety when the doors opened and the shoving and pushing began.
I ended up cornered in the doorway blocked by 3 men who did their best to pin my arms in the front of me while one hand was gripping the backpack and suitcase handle and the other firmly in my jeans pockets with one cc and a small amount of cash. Passports were around my neck in a pouch, and the cash, ATM and CC's were in a money belt. The men left as soon as the doors began to close, it was all over in a matter of seconds and nothing was taken thankfully.
Later reading Ric Steves' guide book his description of the station and the techniques used were dead on.