The press release for a survey of information security relating to USB thumb drives and other removable media mentions a number of incidents involving the little blighters. Small drives cause big problems includes the line "Some alarmed companies are even super-gluing USB ports shut so data cannot be downloaded from PCs and laptops." This may be a reference to an attempted theft of information worth £220m (US$423m) from Sumitomo bank in London using keyloggers, after which Sumitomo reportedly gunked up its USB sockets. According to the BCS article, the National High-Tech Crime Unit (which has since become the Serious Organised Crime Association SOCA) described USB devices as the 'Swiss army knife of the cyber criminal'.
More links on securing portable IT