According to transit police in New York City, subway crime, largely larceny, jumped 16% in 2011 over reported crime in 2010. The common thread to the increase is a dramatic rise in the theft of electronics (MP3 players, smart-phones and even laptops).
One tactic that successful criminals use on the New York City subway system, and others, is to run out the doors of the subway car, just as the doors are about to close, easing their escape.
COMMENT: One improvement over last year  is that the transit police in recent weeks have added 243 new officers to patrol the subways. Additionally, police have added undercover transit police as decoys, which has increased total arrests on high-crime subway lines.
For both commuters and tourists, there are some useful steps that you can take to reduce both theft and loss of data:
(1) Use a tracking system if possible;
(2) Try not to get "sandwiched" in the middle of the car where you cannot protect all sides of yourself--position yourself against a wall of the car;
(3) Don't listen to an MP3 player while you're actually in the subway system;
(4) Don't use a traditional laptop bag--consider a back-pack with a padded insert and back-up to the wall of the car for added protection; and
(5) Keep smart-phones in your pocket or tote bag while on the subway system--having them in your hand opens you up to becoming a victim.
Worse-case, consider getting MP3, digital camera and laptop insurance coverage. One underwriter is http://www.safeware.com, for both domestic and international use.