Pickpockets are everywhere in Thailand. Most are looking to steal wallets and passports.
Khao San Road, night markets, anywhere there is a crowd there will be pickpockets.
The best advice is DO NOT carry anything in your back pockets!
Pickpockets in Thailand are professionals at lifting your valuables without you you even knowing it.
Keep your wallet and passport in a zipped front pocket or get yourself a fanny pack.
Be extremely careful in any crowded situation taking out your wallet.
This is a serious problem and you will not recover if your valuables are stolen.