This. This. This.
Sadly we see dozens and dozens of these reported cases and not a single one involving 2FA. Granted 2 factor isn't a magical bullet. With clever use of trojan/rootkit an attacker could trick you into giving them access to your wallet (or in the case of something like MtGox trick you into withdrawing BTC to their address) but the 2 factor greatly increases the security.
This is going to continue to be a big problem, I think. Lots of the people getting into bitcoin right now are not well enough acquainted with good security practices regarding passwords, let alone 2 factor auth.