I recently spent a week in Rome, visiting as many of the usual places do-able in that small amount of time. Everywhere I went I was warned of the pickpockets, especially the Roma children who tend travel in small groups, swooping in and overwhelming their intended mark. The women tourists tend to walk around clutching their purses in front of them and the men wear their backpacks on their chests.
I finally got stung riding a very crowded bus en route to the Colosseum when a guy acting bizarrely unzipped my fanny pack and stole my change purse and I never even felt it. I should have sussed him out, he was so strange, but my mind was focused on little fingers and hoards of gypsy kids and I totally missed what this guy was up to.