We traveled on a Eurorail pass purchased outside of EU in order to get the discount. We took a train which wasn't in the best of condition, arrived in Milan which was a fairly large old station.
Within five minutes out of the station we were surrounded by a group of Gypsy teenage girls holding up a large cardboard sign in Italian which none of us spoke nor understood and were pulling on us and our clothes. Little did we suspect that the cardboard served as a cover and the pulling at us as a distraction to go through our pockets for valuables. One of my traveling companions put a stop to it by strongly slapping the forearm of one the girls and they all stop and went away. I was wearing a fanny pack on this trip and one of them unzipped one of my compartments and took away a little notepad. Had they gone into the next pocket, they would have cash.
This is why a hidden security wallet is necessary to travel with cash, credit cards, ATM cards, traveler's checks, important documents like your airline ticket, passport, rail pass.
We checked into our hotel and came out to check out Milan when the girls reappeared now with teenage boys for reinforcement. We ran.