From Krebs on security-
"...An simple but effective “overlay” skimmer that banking industry sources say was retrieved from a Safeway store in Germantown, Md. The device is designed to fit directly over top of the Verifone terminals in use at many Safeways and other retailers. It has a PIN pad overlay to capture the user’s PIN, and a mechanism for recording the data stored on a card’s magnetic stripe when customers swipe their cards at self-checkout aisles."
These devices look just like the original swipers. Most banks are now upgrading to cards with chips that are more secure than the strips. Until retailers catch up with new chip tech, there is always a risk that the bad guys can fake even the pin pads and get away with your information.