I got my bank account raided by someone who managed to get hold of my PIN for my ATM card. I don't know how that could have happened. I've never told anyone that number and never lost my ATM card either.
You might have been scammed by a "reader" that was attached to a bank's ATM machine. Similar devices are sometimes used on gasoline pumps to capture your debit card information. These are small devices that are attached to an ATM card slot and will record your confidential data as you complete your transaction. Do not use any ATM that has some new, unfamiliar equipment stuck to the input slot for your ATM card or debit card.