Scenario 1: You are on a vacation in Thailand and having the time of your life. You're walking down the street when suddenly, you're being stopped by the Bangkok police! You ask what you are charged with and the officer tells you it's for having counterfeit bills. They check your wallet and pockets and the truth is… you really do!
How did you miss that, and how did he know about it? It’s an organized scam. The clerk at the shop you just bought artifacts from five minutes ago gave them to you as change to your bank note and then told his friends, who were posing as cops, to stop you. Now they're “arresting” you, saying the only way out of this is to give them some cash.
Scenario 2: This one is more dangerous and could get you in a lot more trouble. Let's say you made some local friends and had a heck of a party the night before – just like only Thailand offers. At the end of the night, one of your newly made local friends gave you a gift of marijuana, or some other illegal drug. Don’t be surprised if the next day - or even worse, on your way to the hotel that night - you're being stopped by a police officer, either fake or real. The officer was informed right away about you carrying drugs and will still take cash in this situation, but it could be substantially more money.
How to avoid: be very careful with everything you have on you in a foreign country. Be very weary of gifts and anything else you aren't completely comfortable with. Who knows? You could even get arrested by real police for having some of these items. And trust us: you don't want to end up in a Thai prison.