Well, bottom line is if someone wants your stuff (or if they just want to mess it up), there is not really anything you can do to stop them.
That said, most petty theft is a crime of opportunity and you can go a long way by making things difficult for someone so that hopefully they will keep on moving down the trail/road
I have a security bar that I can put across the door and lock with a padlock. Makes a good visual deterrent. I also have 3M security film on the windows (except for the windshield), and a 'club' to lock the steering wheel.
Of course, I also will throw anything loose (chairs, etc) inside.
Finally, I also have a game camera - if I'm concerned about an area I'll put the camera up looking at the vehicle/campsite. That way if somebody messes with it I will at least have an idea of who they were and what they were doing.