If a crime is committed against you, you can choose to go to the police or not. The consular officers at your embassy will probably do little more than tell you to report it to the police, although they may keep a statistical account of the complaints they receive. I must tell you that I have no personal experience with reporting crimes to the police in the Third World and I can only offer you the perspectives of others I have met and heard of.
If you lose credit cards, you will need to make an international telephone call to the banking company and report it immediately. You must certainly have a record of the card number, and if you don't have the telephone numbers, it could be quicker to pay for a call to "directory information" at home than to try to go through a local "affiliate" bank, but they may at least be able to give you the numbers to call.
If your travelers checks, passport, or insured goods are stolen, you will definitely need an official police report in order to get them replaced. Sometimes this must be from the local police station where the crime occurred; another station may refuse to make a report. Other than that, going to the police may not get you much satisfaction, depending on the country and your confidence in the police system.
There are several attitudes that travelers (and locals) may take about reporting crimes to the police. The first is your natural indignation and instincts that crime must be stopped, and criminals apprehended. Second is the belief that going to the police won't help; they could be in collusion with the criminal activities anyway. Third, going to the police could be dangerous and just get you into more trouble. And lastly, there is the hope that you might get some of your goods returned to you.
In countries with reasonably "civilized", and passably honest systems of government and policing, reporting crimes can be the best thing to do. While you may not get any personal satisfaction, an increase in the reported crimes against tourists could eventually mobilize the authorities to take more effective actions to prevent them, if only in the interest of continued tourism.
As at home, the chances of recovering your valuable goods will be small, and indeed the police in some countries and rural areas do sometimes work hand in glove with thieves or dishonest businesses, taking bribes to protect them and look the other way. I have heard stories (and I tell you these were just stories) of travelers who were harassed by police when they reported thefts from their hotel. They were accused of making false accusations and threatened with arrest unless they left town immediately. On the other hand, if the police really are corrupt, there may be the small chance to use it to your advantage. If the police already know who the culprits are, they may be able to "recover" your important documents or the less valuable contents of your rucksack, if you tell them that is all you want back; offering a "reward" may even encourage them. In any case, accusing them of corruption or ineptness will certainly get you nowhere.
In a few countries, going to a police station is like going to visit a prison -- you can't be certain that you will walk out soon, even if you are reporting a crime. If you have any contact with a respectable local businessman, you may ask him (yes, males are preferable) to accompany you. In particular, women are cautioned to take along a male friend (any traveler, expat, or respectable local you can find) who will stay with you and prevent you from being harassed or molested by the police. Unfortunately, reporting a sexual attack to the police is not to be recommended in some countries.
Your passport or travelers checks can be replaced even if you just "lose" them, although you will usually be required to get a police report anyway. If you feel afraid to accuse a particular hotel, business, or individual, even if you strongly suspect that they are culpable, you can just report to the police that you "lost" them. You can say that they were stolen by an unknown thief when you left them unattended on the beach, or in your bag at the station, or you were pick-pocketed on a particular bus journey -- a particular public situation, but an unseen thief. Or, you just dropped them off of a boat. You might also have to lie when reporting a theft that did not occur in the town where you are reporting it; if the local police refuse to give you a police report, go to the city and report that it happened there. Lying to the police is not to be taken lightly, so be certain you have your story straight. The object in this case is to get out of the police station as quickly as possible with a stolen goods report, even if it shows that you were negligent; although insurance companies may quibble if they feel the theft was completely your own fault.
I have not really told you exactly what to do, because it depends tremendously on the local situation. Who can you ask? As I said, embassy staff will normally give you the official reply that you should go to the police, but you may get some personal advice from someone there. If the crime occurred in your hotel, the hotel manager will certainly not be anxious to have the police called in.
One avenue to explore might be expatriate foreigners living in the country, but this is just my guess. If you are in a city, look for a reasonably reliable expat who runs a local business such as a tour or trading company; they have probably had to deal with the local police on various occasions. (Foreign businessmen may or may not have useful perspectives on your situation.) Ask their advice on what you should do; they may even know a "contact" who can do you some good. Or they might just advise you to forget about it and enjoy the rest of your trip.
I have a personal impression that thievery is treated very severely in strongly Islamic countries, where it is considered a sin as well as a crime. You may be cheated every time you turn around, but outright stealing is considered immoral and disgraceful. In some of these places, theft from tourists may be tolerated, but even the police might be genuinely shamed when anyone is robbed in their country. This does not guarantee that you will get action, or even that the police are honest, but I would be more likely to report crimes in such countries.
At a bus ticket office in Syria, I left with the manager to inquire about buses. On the way out, I instinctively looked back to my bag on the floor. The manager smiled and said, "Do you think anyone would steal from you in Syria? It is worse than a crime for a Muslim to steal; don't worry here." Based on my personal experiences in that particular country, I believe him, but I wouldn't be quite as trustful in, say, Turkey or Indonesia.
Similarly, in the very old days of dictatorship in Venezuela, petty crime was rare and ordinary citizens were quite safe. The government may have been corrupt, but where petty theft was punished with death, honesty was definitely the best policy.
Yes, photography can be dangerous, too. In some countries there are strict prohibitions about what you can photograph. The main excuse is to prevent spies from providing reconnaissance information. The taboos always include military installations, equipment, or even soldiers. It may extend to bridges, public and government buildings (the president's mansion), airports, dams, power stations and just about anything that could be imagined to be a target of future attack. Some countries also take a dim view of you making any unflattering photographs of poor people or slum areas.
If there are strict rules, they will usually be posted at borders and airports when you enter, and only occasionally around the specific places that are prohibited. In many countries there is very little to worry about. In general, though, avoid taking photos of anything that is very official, and especially military. If a place is guarded, you should probably ask a guard if photography is permitted. Sometimes they only get offended because you didn't ask. In a few places, the rules are occasionally misused as an excuse for some overzealous soldiers to harass tourists. They may want to confiscate your film; if you refuse, they may just smash your camera! If you do get caught, be friendly and apologize, saying you were unaware of the dangers of photographing a beautiful railway station. If they get serious, give them the film without making a scene; things could just get worse.
Many Americans are afraid of encountering dangerous anti-American sentiments abroad. Other nationalities can have similar fears, also derived from publicized incidents of terrorism. I have heard many of the stories and some first-hand accounts of close calls, but frankly, it has never been a problem for me.
Maybe this is just a difference in perception. Sure, I have had dozens, maybe hundreds of people say negative things to me about my country and about Americans. Some of them were western travelers. But this is not a big deal, and I don't take it personally. Often I can appreciate their complaints and the fact that they are often the result of national priorities or biased information. In fact, it is normal; I have plenty of negative things to say about my country, too. In short, I hardly notice it. I don't get into arguments, nor do I vehemently agree with criticisms; I avoid discussions on the topic.
I am an American; it's my home. But on the Road, I feel no particular need to defend its government or people. I had one taxi driver in Pakistan berate me loudly during most of a short trip. "America! What's wrong with you Americans?" The real problem was, "Why won't the American Embassy give me a visa?" My only reply was "I don't know." Smile, shrug your shoulders, be nice, and you can avoid most belligerent situations.
But this is quite different from feeling that your personal safety is in jeopardy because of your nationality. It does happen, and I have heard a few personal accounts of altercations. I have witnessed a couple of anti-imperialist demonstrations, felt nervous, and kept my distance. Maybe I'm incredibly lucky, but I have never yet felt physically threatened or intimidated by it. People are always asking me, "Didn't you have any trouble being an American in Syria, Nicaragua, China, Laos, South America, etc.?" I'm sorry, but the answer is "no".
Sometimes it is surprising. In Nicaragua, during the Contra conflicts, I fully expected to hide behind some other identity. But in my first days, I was brave. A local man on a bus turned and asked me if I were Cuban; there were many Cuban advisers and teachers in Nicaragua. No, I said, I was a Norte Americano (American). "Ahh," he said, "We do not like your government at all! But the Americans are good people. Welcome to Free Nicaragua!" I was flabbergasted! Not only was I not in for big trouble, but this simple Third World man had shown a cultural sensitivity that most Americans are lacking -- the ability to separate the actions of a distant country's government from the nature of its individual citizens. The bus did not descend on me en mass. The word got around and some people smiled and greeted me. Perhaps a few others spat and muttered -- I don't know, but I was in no danger.
The British are another favorite target of bad feelings, and encounter more visa restrictions than Americans do. But Israelis are perhaps the most officially discriminated against; there are precious few countries where they are even allowed to enter, and often with restrictions.
If you are seriously frightened by the prospect of anti-Americanism, anti-Colonialism, or anti-YourCountry sentiment causing a serious problem for you, just go out and get yourself a Canadian flag or lapel pin, (just ask any Canadian traveler, they have dozens!) and pretend to be someone else. Be aware, but don't worry about it unnecessarily. In my opinion, you attract more risks by the way you act, dress, and the gear you carry, than by your nationality.
I have already told you about enough confidence tricks and clever thieves that by now you should realize that things are not always as they seem. So when someone tells you about a sweet get-rich-quick scheme, you should know that there is always a catch. If the scheme involves dealing in, or transporting drugs, the main catch is that you are liable to spend some of the best years of your life in a prison far worse than anything you could imagine at home. Of course they will tell you that the risks are almost non-existent. Sometimes the scheme is even planned so that you do get caught and must pay plenty of money to avoid prison. If you think that the promise of a few thousand dollars is worth these kinds of risks, you are too stupid or desperate to be out traveling around.
If you go to your local embassy, you can usually get the names and locations of a few of your countrymen and women who are doing time in local prisons. Sometimes you can go and visit them; they will be extremely grateful for your company and any amenities that you can bring them. It is a very sobering experience.
In many countries that you visit, you will find hash and marijuana being offered to you and used regularly, although there are almost no countries any more where it is legal. Even though "everyone is doing it", the local police may single out foreigners as a source of revenue. In many places, the penalties for possession of drugs are almost as severe as for dealing. In any case, if you are caught, you will have to deal with the local police in situations that will be far from pleasant, and will at the very least involve the payment of sizable bribes to get you out.
If you choose to take this chance, at least be very careful about the people you deal with. It is not at all unusual for the dealers to be in collusion with the local police; the drugs may be returned to them after the police have extracted a suitable "fine" from you. In general, the fewer people who know about your possession of drugs, the better. The easiest course (short of abstinence) is to avoid possession, and just share whatever is going around among your companions, as long as you can feel safe with them. If you do buy some, get it from people who you can trust (other travelers?) or whom you will never see again. Change hotels, or towns, immediately after making a deal. Like most bad travel habits, if you follow this one long enough, you will eventually get in trouble for it.
As a general rule, check your hotel room for any drugs that may have been left behind or 'planted' before you arrived. Look under the mattress, behind drawers, and in any other likely hiding places. I have never found any yet, but if you do, get rid of them immediately (down the toilet) and look for a new hotel.
Good luck, and Happy Trails!