Just a few minutes ago I found an interesting video on YouTube about a guy named Apollo Robbins who is a master at pickpocketing and misleading people.
I also found a video of him at a TED conference where he talked about what he does and how everything works. He even gives an example by asking someone to come on stage, and he "steals" from him in a very interesting way.
This is an interesting videos to watch, mainly because it shows you how vulnerable you are to people who really want to steal from you, and how no matter how safe you think you are, well, you aren't.
Here's the video: