Verizon's annual Data Breach Investigation Report is out today.  The study is based on data analyzed from 285 million compromised records from 90 confirmed breaches. The financial sector accounted for 93 percent of all such records compromised in 2008, and 90 percent of these records involved groups identified by law enforcement as engaged in organized crime.  Because this study is based on actual case data of confirmed data breaches and not on surveys or questionaires, the results are much more accurate and revealing.

SANS has summerized the report for those who don't want to read 52 pages:
http://isc.sans.org/diary.html?storyid=6202&rss

...or you can find the full version here:
http://www.verizonbusiness.com/resources/security/reports/2009_databreach_rp.pdf