Seems to me like particular situations (i.e. crowded spots where you stand out for some reason) are more likely to warrant caution than particular cities. The one time someone attempted to pick my pocket was on a bus in rural Costa Rica - we'd just stopped and the aisle was crowded with people getting off, I felt a rummaging in my front pocket, slammed my fist down on the pocket and spun around to glare at the rather surprised would-be pickpocket.

From what I've heard, Sao Paulo should be on the list.

I don't know if Buenos Aires should be but my Dad did lose his money clip (and cash obviously) on the Metro there a few years back.

London and Florence

My friend got his wallet stolen from him while I was standing next to him in Rome. It took us about 30 sec after the flurry of kids passed us when we realized that something must have been taken. This was back in the days and all they took were some travel checks that I'm sure were pretty useless to them.

Train stations in general, Naples in particular. Was followed in Lisbon Oriente by a dreadlocked fellow. Wouldn't recommend taking the Chicago subway from Midway to Downtown due to the stop at Roosevelt station.

Try any city in China.

I have had pickpockets try 4 times thus far in the past 6 months. Been lucky that no one has succeeded but it is unnerving.

Yeah, man, it's sorta like the weather that way. I mean it can't rain on me if I'm not there, right?

This would be my top list:
1) Rome
2) Athens
3) Barcelona
4) Shenzhen
5) Paris

I have had pockets picked in:

Aswan (walking up the Corniche at night being pestered by a man claiming to sell papyrus). They took a few Euro and a rather nice red leather wallet from Marrakech that was worth nothing

Athens - Metro just after Victoria station - surrounded by guys who made the carriage feel crowded - on getting off I checked for my wallet and found it was missing, the guy who had it handed it to me and asked whether it was mine. Baastard. I was on my guard thanks to Lonely Planet but had a stupid amount of money and cards in the wallet. Lucky escape.

London - Department for Education staff bar one night. Took my cash card but replaced the rest of the cards. Made �3000 over the weekend but all refunded by my bank less �8 service charge for a new card.

I don't understand what you mean. Did the thief try to give your back your wallet? Why would he do that?

Surprised by that (except perhaps in Dong Guang) as I have spent lots of time in China over the past 10 years and never experienced this

My Chinese friends say that westerners are less likely to be targeted as

a) Police will try much harder to track down the culprit
b) Repercussions much more serious for anyone caught stealing from a westerner

nickyboy

Well, I thought my dear husband was a pickpocket magnet but we've been in Madrid, Athens, Prague and London with no incidents. We have, however, been in Barcelona and Rome and he's been pickpocketed there, along with St. Petersburg, Russia. Now when he gets money out of the ATM, he hands it over to me! I keep it in a pouch around my neck under my clothes. My grungy cloth tote bag contains only water, food, guidebooks, etc.

In Barcelona, they grabbed a money clip from out of my husband's pocket. It held US $50. (No, I don't know why my husband, whose common sense I value on most occasions, was walking around with $50 in his pocket in Spain.) When the people who were pushing and crowding him left the subway train, the money clip was on the floor of the train. He explained later (based on years of living in NYC) that they ditch the purse/wallet/money clip immediately- too easy to pin the crime on the perp if they have whatever held the money. In the case mentioned, maybe the "good Samaritan" handing over the empty wallet was distracting the poster from his buddies who left the train with the wallet's contents.

Shenzhen
Kuala Lumpur
Manila

Barcelona and Rome are obvious picks. I've never been pickpocketed there myself but know people who have. Unfortunately I'm going to lay certain blame on the victim here, they 've were naive with how they handled of valuables.

But Kuala Lumpur?? Maybe top ten in Southeast Asia but I doubt I'd even put it in top ten in Asia...

Mexico City--they cut the fabric in one's pocket to remove the wallet

Naples

Barcelona