Also, they dont even have to take or swap the card. The waiter/waitress can have a little device that they swipe the card thru, and it captures the card information. You can have possession of the card, and never realize it is being used for fraudulent purchases. However, as long as you review your statement promptly and report any unauthorized charges, you are NOT liable.
And, those little machines that capture your card information can also be attached to ATM machines.. so, always look at the machine before you use it, to be sure there isnt an odd/extra piece on the part where the card goes in. If you are suspicious, contact the bank and let them know about your concerns.