I was in Rome back in 2000, and saw many gypsies pretty much everywhere we went-for those who don't know gypsies are notoriously skilled thieves. Some tactics include a bunch of gypsy kids waving newspapers in your face while one or two get in your pockets. Some gypsy mothers will tether their baby to their chest, leaving both hands free to dip into your pockets. I recently went back, just in October, and did not see one gypsy. Not sure why that was, I spent three times as long in the city as I did the last trip. Anyhow, perhaps things are bit better now-either way, using an in room safe or hotel front desk safe is a good idea, or getting a money belt....and being aware!