By now it's conventional wisdom that you should avoid ATMs in dark isolated places; thieves may have installed devices on them that read your card number and PIN.
Bank branches are presumably safer, but they're not completely safe. Skimming devices show up at branch ATMs more and more according to BankInfoSecurity.com. In addition, you have to check the entry door for skimmers -- not just the ATM itself.
You may not lose any money if your account is drained due to fraud (after a lengthy bank investigation). However, you may experience headaches and indirect "costs" that can be avoided. Take a second look at anything you're about to stick your card in and go elsewhere if something looks suspicious.
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