Italy has a fairly nice railroad system with online ticketing and information service. The trains are really good, not very punctual, but they travel quite densely… that is IF you travel at DAYTIME. Once passed 00:00 there is little chance (if any) to find a train to get you to your destination. This long period of tranquility spans from the before mentioned starting point to around 05:00/06:00 in the morning, leaving a long-distance-traveler sometimes a sitting duck for pickpockets (in many cases not even Italian, so no offense… 🙂 ).
For example if you have a plane which lands in Milan after 00:00 (due to delays maybe), then you’d better make sure, that Milan is your final destination of the day or you have already booked a hotel to stay at. If you are so unlucky to have missed the last train departing to your destination and there is nowhere to go, pray that you do not have a big luggage, because pickpockets will spot you from a distance and take advantage of your situation.
My advice: if you get to such a situation, then at least make sure you’re NOT ALONE. There is practically nothing to do against a pickpocket if you have lots of baggage.