Sly pickpocketing

Sly 2: Band of Thieves allowed pickpocketing valuables from guards, but valuables included such things as gold watches and diamonds (which most people don't carry in their back pockets) and you couldn't find them by killing the guards. Of course, being a Sly Cooper game, it provided a reason for why this happened in some missions (the keys you're after are fragile and will break if the guards are defeated) but not all.

Example of:
Video Game Stealing