counterfeit bills
Be careful when paying with 100 yuan bills in smaller restaurants or shops. The owner may switch the bill with a counterfeit one and claim that you gave him/her a fake bill. You should also check your bills when you are returned your hotel deposit.
theft
Xinjiang is home to a lively bazaar culture where anything and everything is traded. But hordes of people crammed into confined spaces also present a prime opportunity for pickpockets, who often operate in teams and can be very efficient at what they do. Be very careful with your valuables when you are out and about. As a foreign traveller you are a prime target.