Several residents in South London have reported people knocking on their doors and asking if they have milk delivered. After asking the question, the person has left, usually targetting one house on each street.
The issue here is the scammer asking the questions is able to get access to the house, and distract the homeowner leaving other parts of the building unattended. They can also ascertain at what times the homeowner is in and get a pretty good view of their hall/entrance-way.
Therefore, the advice is to be extra vigilant and make sure doors are kept locked, valuables are out of sight and windows are not left ajar.
Common sense is key but you could also install a motion or time-controlled light and burglar alarm to deter criminals.