I agree with evening from New York. Be vigilant. I've tried the theft-proof purses and have found them to be both ugly and not very durable.
So now I basically use two ordinary bags- a little black cross-body crocheted purse I wear under my jacket or sweater (and it doubles as an evening bag) or a small cross body Cole Haan purse with zippers. Rarely, I use a Fendi with a long cross-body strap AND handle that I loop over my wrist. I wear them so that the openings for all of these purses face toward me. And, I have the additional advantage of being tall and the ability to give off no-nonsense vibes when I want to.
Every trip I've been on to Europe, someone in the party is robbed. But it's from inattention- setting the purse down (I've seen that happen twice) or getting something out of the trunk of a car when there were suitcases in it (I'm sure the thieves saw us do it, then they jimmied the lock after we left and took a suitcase. This also happened to me in Seattle about 30 years ago with Christmas presents in the trunk).
So now I pay attention. If I need to consult a map or smartphone, I put my back against a wall, out of the line of travel, which is common courtesy anyway. I tell my friends/family to watch out for each other. I'm careful if some random person on the street tries to strike up a conversation, and extra-careful in very crowded areas such as the metro or on a bus. Keep things out of sight in the car. All this basic advice is worth more than any bag, and a lot less expensive.
Edited: 6 years ago