KNOCK ON WOOD - we have never had anyone mess with anything in the 25 years that we have been camping. We have been fortunate to not lock and put everything up before leaving either. We may lock the door just depending on where we are.
We did have a friend has a Yeti cooler stolen. It had a Gamecock sticker on it. He saw one a few days later in the campground and questioned the owner. He was told a friend gave it to him. He told him about his being stolen, and that he put a mark in a unique spot and asked if he could look. He opened the lid, and sure enough, it was his. Still even had some of his beer in it!