I had a call one time leaving a warning on the answering machine that we needed to call the credit card company right away to report whether certain charges were legitimate and threatening to freeze the card if we didn't call. Of course I called our bank - I know the number because we've banked there since 1974 - and it was true their fraud department had called. The problem? We both carry the credit card, and it just happened that DH bought gas in one city minutes before I bought some in another city where I was visiting our son. I kind of scoffed at the idea that a criminal would make such petty purchases if he had a chance to spend big bucks before it was caught, but the credit card guy said I'd be surprised. They will make the smaller purchase, especially gas, because it's harder to track. Most gas stations have cameras, but apparently the crooks don't worry. This happens so often that there is simply not enough manpower for police to deal with any but the very biggest thefts. We're all paying for this kind of thing in higher rates. Be thankful the banks are finding ways to notice possible fraud before it's too late.
I've learned to notify the bank when I'll be out of town so they won't get overly cautious and freeze my card because of distant legitimate transactions. Make sure to notice that they have a procedure in place to verify it's really you who is calling for this purpose.
My daughter's debit card number was recently stolen, and she was grateful to get the bank's notice promptly. It's best to not even use a debit card these days. Fraud is so common, and it can cause a lot more headaches if the money is coming out of your account, where it might make your legitimate transactions bounce before you even find out about it. Ideally, establish yourself with only two credit cards so that you can track them easily. Use one for everything and put the other away for back-up, or use one and have your spouse use the other. If possible, pay up every month to avoid interest. Definitely establish online access to your statements and check activity frequently. Once a month statements were for a more innocent time.