The Attempted Sumitomo Bank Heist

This article describes how thieves managed to almost steal $440 million dollars from one of the world's biggest banks using a hardware keystroke recorder such as this available online for less than $100 each. While the attempt was foiled, you get the impression that the thieves were very close. As the article also notes, the banks like to keep things like this quiet (see the author's anecdote) to prevent people from losing trust in their bank. Incidentally, Sumitomo's solution has been to superglue the keyboard connection to the PCs.