I was in the ferry station in Macau a few years back. I made a phone call on a pay phone and started toward the cab stand. It was jammed with people as always. People started pushing up against me from all sides and I could feel a hand go into my pocket but they were pushing against my arms so hard there was nothing I could. By the time I got turned around all I could see was the backs of their heads disappearing into the crowd.
They got my wallet but not my passport luckily.
The lesson learned (besides carrying anything valuable in your pockets) is that they were watching me use the phone and obviously saw what pocket I returned my wallet to)
After that I bought an ankle pack and carry a dummy wallet when I travel overseas. Of course, I would never show the ankle wallet in public.