I agree it's probably not common. Only has to happen once to be a real annoyance. More common, appears to be skimmers put in ATM machines or card readers at gas pumps. At least thats what I hear about actually happening around here (local police and news media), recently.
As far as security cameras go, it's a relatively risk free endeavor for the perp. What could I have done? Go back to the store, 'hey, can you roll the tape from one week ago? A guy walked really close to me.' He probably sold the information, anyway. There's almost no traceability to him.