Albufeira has a fairly low crime rate for Portugal. However, the influx of tourists has taken its toll: pickpocketing in crowded places (public transportation, markets, beaches, museums) is a regular occurrence.
So, above all, keep a close eye on your belongings: don't hang bags and cameras on chairs in cafes or restaurants, carry wallets and purses in backpacks or back pockets of pants, leave valuables in cars (parked cars are often robbed in Albufeira); fortunately, vehicles are not stolen.
Also, always carry a certified copy of your passport - everyone in Portugal must carry an ID. You should also be aware that smoking in public places in Albufeira carries high fines. The country has no dangerous diseases and no special vaccinations are required.