Schneier points me to this article on the neuroscience of cons:

The key to a con is not that you trust the conman, but that he shows he trusts you. Conmen ply their trade by appearing fragile or needing help, by seeming vulnerable. Because of THOMAS [The Human Oxytocin Mediated Attachment System], the human brain makes us feel good when we help others--this is the basis for attachment to family and friends and cooperation with strangers. "I need your help" is a potent stimulus for action.

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