That is really a blow for Nassau. Why in the world weren't there police at these locations. They know every cab driver visits the forts and the staircase, in fact they have many of their friends set up there to sell souvineers. I actually think the locals will turn them in or call in tips, because it hurts their income so much.
I can see how it happened. My sister and I travel together and I am very very aware of my space around me.
When we went to the queens staircase I was very very uneasy (2 older women) it is so easy to be cornered there... it is a bit isolated and are completely surrounded by high brick walls, one way in and same way out.
I hate it.
I'm sure they took money, jewelry, cameras, and purses/wallets. We use a plastic waterproof carrier, that we wear around our necks. We take our ship card, driver's license, one credit card, and some cash with us when we go ashore. The only port we've ever taken our passports with us was in Trinidad, and we were told to. I don't know if they would have taken a photocopy or not. I really feel they'll catch these thieves, but all ports should have police security in known tourist areas.