If anything is lost or stolen, report it immediately to the local police. Paper trails may be useful for identity theft and insurance purposes (if, in fact, your items are covered in another country). Who knows? You might even get it back.
4. Your phone
Treat your phone like your wallet. Today's smartphones are loaded with important documents, from airline boarding passes to pre-paid tickets to the Uffizi or the Louvre. First of all, back it up -- and there are a million ways to do this (just search "back up smartphone" or iPhone or whatever device you use). Makes sure you can easily access the back-up material in case your phone is lost or stolen.
If the worst happens, report it to the local authorities. Yes, they get a lot of these reports and, no, it might not do you any good, but see "paper trail," above.
Different phones and devices have different safeguards and "how to track me if I'm lost" capabilities. Know the protection your device offers and utilize it accordingly.
Here are a few "don'ts" to prevent phones from disappearing:
Don't leave your phone sitting on the bar or restaurant table, even if you get up for just a moment. Take it with you.
Don't leave it in an easily accessible part of a purse and then hang the purse on the back of your chair. You're just asking for it.
Don't hand it over to that kindly stranger who offers to take your picture. It may be perfectly innocent, but it may also be the last you see of your phone (or camera).
Bonus: Your marbles
There are a lot of travel-related scams out there; don't lose your marbles and fall for them. Like those romantic emails purportedly from someone you met overseas ("Darling, I was heading to the airport to visit you when I had an accident, please wire money") or the infamous "grandparent scam" that targets older folks with phone calls ("Grandma, I'm in jail in Europe, please wire money"). The State Department website has the lowdown on these, too.
Traveling doesn't mean your common sense should take a vacation. Sure, go ahead and sing, "I Believe I Can Fly." Just don't try it in real life.