Interesting topic. if only it was as easy as Barnaby describes, wouldn't all the different banks use different hardware/software configurations? also consider CCTV recording, dye technology, etc.

In Australia, physical ATM attacks are preferred apparently

http://www.smh.com.au/national/move-to-thwart-atm-gas-bomb-a...

http://news.ninemsn.com.au/national/701017/explosions-at-two...

http://www.abc.net.au/news/stories/2009/08/13/2654709.htm

as I was searching for those old articles I also came across:

http://www.crimes-of-persuasion.com/Crimes/InPerson/atm_scam... - ATM Cash-point Scams using "Lebanese Loop" Plastic Sleeves / Skimming Devices (which I initially thought was a joke) and

http://www.schneier.com/blog/archives/2006/09/programming_at... - from Schneier which is a good read.