There has been a recent rise in crime in Sarajevo, often in the form of theft. Reports from the embassy have shown an increase in armed robbery, breaking and entering, motor vehicle-related thefts and pick-pocketing.
While several of these incidents did involve foreign travelers, it seems as if it's mostly part of the general trend of increased criminal activity in Sarajevo.
One of the exceptions to this is pick-pocketing. Foreign travelers are easy prey because they don't follow local customs and usually have money to steal. For instance, Bosnians don't usually wear backpacks, but travelers do, and pickpockets are very good at stealing from backpacks without you noticing.
Beware of beggars; a common scam is for the beggar to act as a distraction while the pickpocket steals your wallet. Keep track of your wallet, bag, purse, or handbag at all times. Placing it behind your chair, out of your sight, while eating or sitting in a public place are excellent ways to lose it.
Watch out for theft and fraud on trains. There have been several cases of theft from locked compartments because the locks aren't secure. Keep your valuables on you, or out of sight. As for fraud, there are always various scams going on, so be careful and use common sense. If someone tries to tell you that you have to pay a strange extra fee you've never heard of, it might be a scam. Use caution. If a beggar approaches you on the train, keep your hand on your wallet. Someone might be about to steal it.
Be especially careful on trams, where there this kind of activity is even more likely to happen.
When it comes to violence, criminals in Bosnia and Herzegovina use direct approaches to settle their various differences. And by direct, I mean they use hand grenades.
In 2010, there were 27 separate incidents where criminals used hand grenades for various reasons.
In general, take the same precautions you would take while traveling anywhere else. Keep any important items out of view, try to blend in with the locals, avoid ostentatious displays of wealth, like waving around fistfuls of money and covering yourself in bling. These actions simply tell criminals you have money to steal, and you'll make yourself a target.
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Bosnia and Herzegovina have come a long way to reach political stability. However, local political difficulties and ethnic tension still exist. Random politically-related violence could occur with little to no warning.
Learn about the possible dangers of landmines, poor air quality, driving conditions and local laws before you go.