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Hello! We are leaving for Munich, Venice, Florence and Rome next week (woohoo!) and I had a dream that I didn't replace my travel wallet belt (the ones that are thin and go under clothes) and I was pick-pocketed.
So do I need to take precauctions with luggage, purses, and wallets or should I be fine? Should I buy something before I go that goes under or anything or just bring a zipper purse or what? Thoughts? Thanks!! 
Re: Italy/Munich Safety
Between DH and I we have been to these cities a few times and never had a problem with pick-pockets. I don't use a purse when I travel, I downsize and only carry things that can fit in my and DH's front pants pockets. We leave any unnecessary items locked in our hotel room while we are out for the day and keep an eye/hand/arm on our luggage while on trains and such.
I usually carry our camera so that when we want to snap a quick picture I don't have to fuss with pulling cash or cards out of my pockets too and vice versa when paying for something, DH is not also juggling a camera or phone. When walking through crowds or standing in busy lines we keep our hands in our pockets and on our valuables. I try my best to keep an eye out for people being too close to me and/or sketchy behavior.
There is no fool proof plan and I personally think it would be weird to wear a wallet thing under my clothes. Pick-pockets are usually looking for an easy target so by minimizing your visible items and "hardening the target" with hands in pockets on valuables and such I think you can try to avoid this kind of unwanted attention.
We are also headed to Italy, but from June 30 to July 14th Maybe we will see you in passing! I have never been, but have been on many recent forums and came across this video, which made me a little more cautious:
http://www.youtube.com/watch?feature=endscreen&NR=1&v=tO6CFSosqKE
Obviously, some people are just stupid, but the train/bus pickpockets make me a little nervous. I already bought this crossbody bag to carry our camera, water bottles, travel guides etc, but I think we may also buy a money belt now.
http://www.ebags.com/product/ebags/piazza-day-bag/94553
a purse is ok for going out at night if you only have a few things but i always have a few books, small map etc.. so i need more than a purse. i bring anything from a small backback to a cross body messenger style bag.
the best advice-dont make a target out of yourself. dont walk around with your bag open, dont leave your purse or bag hanging on the back of your chair etc...take the same precautions you would in any place with people who may be looking to mug you.
fwiw-i rarely use hotel safes. i bring my luggage lock and lock stuff in my suitcase instead.
Fun trip!
I've been to all recently (within the past 6mos) and feel safe in all with a normal purse. If we're sight-seeing, H usually has a regular backpack w/ books and stuff. No problems.
If you're nervous about someone opening the zipper to your purse (purse-pocketing, I guess), you can just pin in a regular safety pin as a deterrent. I don't really think you need to, but you could.
Again, I totally do not think it's necessary, but you can also write down all your credit card info and photocopy your passports and leave back home w/ a friend/family member (the photocopy can help to expedite things, or so I'm told by a friend that works at the embassy in Rome).
But really, I think all 4 cities are as safe, if not safer than mid-sized US cities (e.g. Boston, DC, etc).
Definitely in Munich you won't have to take extra precautions. I used a regular purse/bag just like I would here in the US and never felt uncomfortable.
I've been to Venice and Rome, but over 10 years ago. I didn't have anything happen to me but I know of several people who have been pickpocketed or had their bag stolen throughout Italy. In most cases the people weren't taking common sense precautions (i.e. leaving a bag sitting next to their feet at a train station) and someone took advantage of the situation. Also, I think it is just part of the culture, but I found in Italy people tended to get closer to me while I was walking the streets or other public places (may be different now since i was there a while back). So it would be quite easy for someone to pick your pocket or grab something out of an unzipped bag if you're not paying attention.
We are in Italy right now! No concerns about safety, but be sure to bring a few cards with you. H used an ATM at the Venice airport and it apparently had a skimmer on it because a few days later, he noticed a ton of fraudulent charges coming out of Brooklyn. It's all fine, we called Chase immediately, but they had to cancel his card, so luckily we have two additional cards with us. We travel a lot and know this can happen anywhere, but I'm glad we have a few cards with us bc we don't like to travel w more than we need, but we would have been screwed...
A LOT of people were using that same ATM...thank god for the Chase app and wifi at the hotel or we wouldn't have caught it for two weeks at least.