Consiglio: . If you are in a busy touristic place, if you get randomly shoved or bumped, check your pockets and belongings immediately. You may have been pick pocketed.

Edit: a lot of interesting comments coming up. Of course, you should aim to prevent this in the first place, by using zipper pockets or at least front pockets. The aim of my post was to highlight how pickpockets work, by distracting you first. Not sure how obvious this is to everyone. See the comments for some more great detailed travel LPTs.