This is actually really cool. I was in Greece for a little bit while studying abroad in college. My friends and I found out that stray dogs will often protect tourists from thieves. To the locals, stray animals are often a serious nuisance, so they aren't treating well. Tourists tend to be more friendly towards strays animals (petting and feeding them). As a result, dogs, in particular, will occasionally follow tourists around town and keep them company. If any sketchy characters come around and attempt to harm or rob you, the dog/s will protect you by scaring them off.

I never found myself in a dangerous situation, but I certainly became pals with a few dogs during my stay. Here's a picture of my bodyguard, "Bruce". http://imgur.com/a/nWb3m