Below is a link to a good article by Brian Krebs (Former reporter for the Washington Post on security) about ATM Skimmers. I know when I go to an ATM I give the card reader a good yank and fiddle around with it a minute to make sure there isn't anything stuck on there.
Recently my wife's card was used for some fraudulent transactions, and while we still don't know (investigation is underway) how people got the card, the bank did catch the fraud.
You have to be careful out there, even in my small town recently, the local gas station had skimmers installed, which were promptly removed -- but still, you have to be aware of the threat out there.
ATM Skimmers: Separating Cruft from Craft — Krebs on Security.
(Sorry about posting links to other articles recently, I am just trying to keep all my links in one place instead of spreading it across the Internet on a bunch of social media applications. I figure if I just post everything here, it propagates out.)