Are you worried about someone stealing the RV, or about someone stealing stuff from the RV/campsite? The best answers are probably somewhat different for the two situations. Likewise, are you worried when you leave for a day trip while on the road, or while the rig is in storage somewhere for an extended time? If the latter, is there power available where its stored?
As I understand things (and that could well be incomplete), most thefts at campgrounds are opportunistic, e.g. taking a valuable left out on a picnic table. Theft while in storage is more likely to be a breaking and entering sort of thing, hoping to get something relatively valuable from inside the RV. Stealing RVs as a whole doesn't seem to be as big a problem though doubtless it does happen from time to time.
Maybe the best and most cost effective solution would be to get good insurance coverage and make any thefts someone else's problem (i.e. your insurance agent's). That, of course, does not mean abandoning basic good practices like locking doors and putting away portable inverter generators and so forth.