A friend and his family visited the Chateau d'Annecy and left their valuables (passports, airline tickets and traveler's check) in the car in the parking lot. Someone smashed the window and made a good haul. My friend and his family (all five) had to drive back to Geneva to the embassy for new passports, airline tickets and cancel credits cards etc. Don't let this bucolic little town lull you into false security - where there are tourists there are thieves.
I couldn't think of any! Annecy is one of the friendliest, safest feeling places I've ever been to. There's not even much traffic in the centre, so you don't have to worry about being run over in the street!
Annecy is very safe in general. There is no reason to worry about violent crime. However, due to the high amount of tourism in the area, it's not as safe as I had led to believe. It almost lulls you into a false sense of security; but be wary of the groups of kids/ teens seemingly to be just "hanging around." that goes for adults too. We had a strange man approach our group, overall it was a bit unsettling and I kept my eye out the rest of the day. No sure what he was after. Overall, just keep an eye out and you'll have absolutely nothing to worry about. It's a lovely town, though a bit too overdone with the tourism.