When I was at school back home I knew plenty of people who
predominantly used the "v" sound in placed of the voiced "th", and the "f" sound in place of the voiceless "th". I mean, Jenuall's obviously right in that it wasn't every single word, and I wasn't trying to claim that. I'm not trying to make out like the sounds are physically indistinguishable, or always used indistinguishably, I'm trying to say that if your natural accent often conflates these sounds then your brain stops noticing the difference in all sorts of contexts.
I'm trying to think of "rules" but I'm not a linguist, you know? It's hard also because I've now almost completely lost the accent. I think to be fair that voiced "th"s at the start of words (this, then, they, the) are probably exempt. But words beginning with voiceless "th"s can still turn into "f"s (I still sometimes have to stop myself saying "fink" instead of "think").
All I can say is that the sounds genuinely sounded the same to me in all sorts of instances of speech before I moved to a posher bit of the country and it was pointed out to me that I was saying them "wrong" (i.e. in a way that sounded weird to those people).