There was some kind of scare in England say two months back, where organised gangs had acquired technology to place little bugging devices on ATMs that would a) read your card and b) videotape you entering your PIN. They were pretty obviously tacked on though; more a case of opportunists making some quick bucks before people wised up to them, rather than a plague of fear and malice sweeping the continent. If the card slot looks more elaborate than it has a right to, steer clear (and report it if you have a mind). Other than that, they are perfectly safe.