The only time I've ever been pick-pocketed was at this seedy bar that, I would go on to find out, was the hangout for the "Outlaws". After realizing my wallet was missing, I went to the bartender to ask if by chance anyone had turned it in... she places it on the counter and told me one of the Outlaw guys had "found it". Everything was there, my credit card, debit card, ID's, etc. He just took the four or five dollars in cash and then turned it in.
Pick-pocketing is not cool, sure, but I thought this was kind of classy. Plus it taught my drunken underage ass a lesson in keeping a close watch on my valuables.