There has been three major exchanges hacked and the one who has done the biggest damage is Mt.Gox . I keep thinking how the person behind it who orchestrated everything is not in jail yet.
1.Mt.gox you can check in youtube a song about this
https://www.youtube.com/watch?v=K2ku1A5Ox8U 2. Cryptsy
3. Bitfinex
If lesson not learned yet, what can we say, its the user fault and not anyone else.
Most of the times, it is an insider job. At least with Mt Gox, I am 99.999% sure that it was an inside job. Only Mark Karpelès had access to the wallets, and if he was not the thief, then it must be someone else who had physical access to his laptop. I am not that sure about Cryptsy and Bitfinex, but won't be too surprised if these also turns out to be inside jobs.