Last January, my two debit cards and two credit cards were all cloned and used to purchase a couple thousand dollars of gas and auto parts, plus a lot of general "stuff" at a department store. Happened over two days, and it wasn't my bank that figured it out - American Express called me.
Got my money back in 48 hours, but spent months dealing with forms, credit bureaus, reports... and am now dealing with a collection agency about a store card accessed using one of the cloned credit cards as an ID. Put fraud alerts on everything. Instead of just getting new card numbers, I had the accounts changed. The store account was closed.
I went through 6 months of 2011 records to figure out where I had used all four cards, and only found one merchant in common. I now use cash when I have to shop there. If the skimmer was there, it's long gone, so it's silly, but it makes me feel better. Well, that, and checking into my activity on all accounts at least once a week. Was every other day for the longest time after the theft.