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Rome is infamous for pickpockets. It's a purely local phenomenon within the city, which one doesn't find anywhere else in Italy. Like you, I always carry all my valuables in a security wallet around my neck when I go there. To do otherwise is just asking for trouble. Tour guides generally give very strong warnings to tourists there to "watch out". Generally speaking, though, I've found that cities are cities, no matter where in the world one is. One has to be "street smart". The people who generally run into trouble are tourists who leave their common sense at home and openly walk around with wallets sticking out their back pockets, and expensive cameras slung around their necks.
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