Rome is where I had my pocket picked by a very well trained team of two, both looking like refugess from across the Adriatic. It was near the Colliseum and involved an opening remark, a newspaper pushed forward to cover a hand filching 200,000 lire from a jacket pocket whilst her companion, a young girl, pulled my sleeve to distract attention. All over very quickly and as most people would be reluctant to strike a woman or girl, almost unbeatable.
The older woman made off but the girl remained, pulling my sleeve for another 15 seconds, then scampered away. I discovered the missing money but luckily my passport, ticket and credit cards were untouched in other pockets. I shouted out, a passerby grabbed the girl and the police were called. I had to go to a police station with the girl so she could be searched by a policewoman. The girl sat in the back with me as the two policemen drove for 10 minutes at very great speed all over Rome, jumping lights and making dramatic U turns. She had no trace of money and was let go. I felt rather sorry for her.
My colleagues thought it a hoot that I had been done by two women and, all in all, the £60 was worth the mad siren-shrieking light-flashing car ride through Rome's Saturday traffic.
Since then, I wear a zippable bomber type jacket with internal zipped pockets etc instead of a loose, flapping blazer.
Good luck in Rome; it really is very beautiful. Italians tell me Florence is better - more compact and just as interesting.