R' Leib (Lawrence) Kelemen mentions how at one point, he was forced to plan a trip to Eilat with one of his sons to take care of something there. (He notes that for those unfamiliar with the standards of dress in Eilat, "people there don't walk around wearing winter coats.")
So, he went to his rebbe, R' Volbe, to ask for advice on helping them with shemiras Einayim. R' Volbe responded that "it's a gemara." He elaborated that the gemara in Shabbos classifies an injury to the eye as something we can be mechalel shabbos for, because the eyes are connected to the heart. Therefore, R' Volbe advised, Talk with your son in learning. If your heart is occupied fully, your eyes won't notice.
And I think it's true - to whatever extent we're deep in thought, we don't notice things in the physical world around us.
I think that's good advice for all of us. Thinking in learning while walking in the streets is something we can all do, on our own level. (Review, contemplation, etc.)