I used to see people get pick pocketed here all the time when I worked....
by the castle. The Roma family that was responsible knew I would watch them, but I wasn't going to get my ass beat for some dumb tourist who isn't smart enough to take care of their stuff.
It's not that hard to avoid it, it just takes common sense.
I did have some Roma kid (about 12 or so) pull a knife on me at about 2 am in Zizkov (haha) and ask for money. I told him I didn't have any, he pointed at my wallet and I told him to **** off. He turned and ran, he was shaking the whole time.
I was was pretty drunk at the time. I live near by had had a good relationship with the Roma in the area, but I had never seen this kid. I almost always stopped and had a beer on the streets with them to build some rapport. They were pretty friendly, but always working a scam. After living there for a year or so they stopped trying to hide it, but usually spoke in their f'd up Roma language so I couldn't understand them. Most knew Czech and/or English as well.