Based on an article on travel.alot.com, it lists below 26 worst cities for pickpocketing.  As the article has reminded us:

These are the cities that make you want to walk around with your hand in your own pocket to ensure your wallet stays where it belongs. 

We’re not saying you shouldn’t visit any of these cities. We just think that you may want to be a little extra cautious when walking around in crowds or standing in one place for too long.

26 Worst Cities for Pickpocketing

Beware of children, who typically work in groups by distracting your attention and having a partner lift your belongings.

1. Athens, Greece

2. Florence, Italy

3. Buenos Aires, Argentina

4. Amsterdam, Netherlands

5. Hanoi, Vietnam

6. Rome, Italy

7. Prague, Czech Republic

8. Madrid, Spain

9. Paris, France

10. Barcelona, Spain

11. Detroit, Michigan

12. Vatican City, Italy

13. Memphis, Tennessee

14. Mexico City, Mexico

15. Kiev, Ukraine

16. Beijing, China

17. Caracas, Venezuela

18. Cairo, Egypt

19. Cordoba, Argentina

20. Kuala Lumpur, Malaysia

21. Belize City, Belize

22. La Paz, Bolivia

23. Rio de Janeiro, Brazil

24. Moscow, Russia

25. Acapulco, Mexico

26. Baltimore, Maryland

Personal Experience

Here are my own experiences facing with these pickpockets and thieves in both Barcelona and Madrid:

• Lost my backpack at Basilica of Santa Maria del Mar

  • On that day, I was leaving Barcelona and ready to join a tour to other cities.  So, I have carried all my belongings: a carry-on luggage and a backpack. When I sat down on the last row of the church bench, I left my luggage and backpack alongside the bench.  Then I started taking pictures of the church's ceilings.  Not until a couple of minutes later, had I realized that my backpack was mysteriously gone.

  • Here is my observation on that day.  When I approached the church, there was an old guy walking along me, however, he acted a little bit weird by nervously looking up and down.  When I sat down on the church bench, he also sat next to me on the left.  However, my luggage and backpack were on my right.  This old guy appears to be a "distractor" of the gang.  The distractor's single purpose is to distract you and let his partners steal without your notice.  After I lost my backpack, I had noticed an old lady dressed in a long robe sitting in front of the church on a stool.  Her character fits very well with what I have viewed on the Youtube.  The reason for them to wear long robe is that they can easily grab your bag and hide it in between legs and walk away skillfully without people knowing they actually carry something stolen in between their legs.

• Harassed by a couple at Sabatini Gardens in Madrid

  • At an deserted location, a couple hailed me for my attention.  They seem to tell me that there were something dirty on my clothes.  Initially, I thought it might be birds' poos they were referring to.  So, I stopped to check.  At this time, this couple reached me and showed me where the dirty stuffs were on my clothes.  Surely enough, I saw green liquids spread on my backpack.  They kindly offered help of cleaning the liquid with their provided toilet papers.  However, the story didn't end there.  Then suddenly the liquid mysteriously appeared all over my body: on my pants, my jacket, and my backpack.  So, they keep on helping me with cleaning them.  The girl worked on my right side and the boy worked on the opposite side (my left-hand).  This is when they raised my suspicion especially when this boy placed his hands close to my anti-theft travel bag.  At that moment, they decided to walk away and threw some more toilet papers for me to clean up.

  • Here is my observation for that day.  This couple are pickpockets and worked in tandems.  They have spread the green liquids onto my clothes maybe out of their sleeves.  Also, they pretended to help me with cleaning them with toilet papers.  There are two things that were suspicious:

    • How come they happened to have lots of toilet paper with them

    • The green liquid spread to me became more and more after their helps.

References

1. 26 Worst Cities for Pickpocketing

2. Travel Tips in Spain 

3. Barcelona Travel (Travel for a Purpose)

4. Madrid Travel (Travel for a Purpose)