keyloggers - how common?

Now that we’ve established that transmitting information over the internet is pretty safe, I’m curious about keyloggers that arrive on my home’s PC in spyware/malware. I keep hearing about them, but I haven’t heard of a case where someone has suffered identity theft or financial loss because of it.

How common are these? Are programs like Malware Bytes’ Anti-Malware program able to remove them?

MalwareBytes claims to have gotten rid of several key loggers for me. I had some bogus charges made on a card that I seldom use, but did use for one online purchase at a time when I was likely infected.

MalwareBytes is effective enough that the last few machines I have cleared had malware that actively targeted it with counter measures, some very basic, some pretty sophisticated.