I remember a few years ago when I traveled to Thailand from Dubai, when I arrived in Bangkok, I wanted to buy flight tickets around the country. When I offered my credit card to make the purchase, the operation was denied. Why? My bank didn’t know I was traveling and they blocked the card when they traced international activity.

Yes, great bank looking out for me, but I wish I’d known. I would have informed the bank and would not have been left with 200 Baht until I could get in touch with them, prove I was me, and get them to unblock my card. Rather inconvenient when you’ve just arrived in a new country.

Luckily, I’ve never been robbed, but I use my debit/credit card loosely when I travel: I always throw receipts, or sometimes don’t even remember to take them. If something happens to my credit card on the road, I’d be quite stuck.

With that in mind, here are a few informative reads/advice on avoiding credit card scams and blocking issues when you travel:
Travel Rants: Advice on avoiding your credit card getting frozen when you travel
EuroCheapo: Keeping your credit cards secure
The Australian: On retail credit card fraud

I have one to add: as annoying as they are, carry some travelers checks!