Don't let your guard down.
Keep an eye out for each other.
Whether traveling alone or with friends, don't let your guard down. When in a group, always keep an eye out for each other.
My friends and I were shopping at a night market in Da Lat, Vietnam. As my friend was closing a sale, my other friend and I moved on to the next stall. A minute later, she came running to us sobbing and in quite a hysteric—she'd been pickpocketed shortly after she paid up and now her wallet and all her money for the trip was gone! If only my other friend and I had waited, the thief would not have dared. :-(