If you are a Gringo (non Brazilian) chances are you are going to be recognized as such right away. However the more you try to blend in the less you tend to stand out, so why not right?
Practice your Brazil walk
When I moved to Brazil for the first time I got this very useful tip. If you are wandering around in the city, always make it seem as if you are walking toward a specific goal. Your physical posture and attitude has a lot to say in this cases, and you have to have a little of it to survive in Rio. If you look lost, then you are an easy target for pickpockets. Don’t keep looking up at buildings and don’t look at your phone. If you feel like someone is observing you, stop speaking (as this easily identifies you as a gringo) and walk away towards your illusionary or real goal.
Dress like a Carioca
If you don’t already have them, buy a pair of havaianas flip-flops. There are many shops that sell them around Copacabana and Ipanema and you even find them in the supermarket. Then do not, by any means use havaianas with jeans. Jeans is considered serious in Rio (but not in Sao Paulo, but that is another story) and havaianas is not, they never mix the two. So just don’t. Take a trip to a local clothing shop and buy yourself some new clothes from a Brazilian clothing store, this is not a waste of money but a kind of insurance if you will. Remember to also buy yourself a Brazilian swimwear, and a kanga to use on the beach. NO towels on the beach! NEVER! Brazilians never use towels on the beach, at least not to sit on. So if you have it, hide it in your bag.