Only once in 50 years of camping have I had something stolen, and it was in a secure, private RV Resort in California just minutes from Disney Land with 24 hour on site security. I'm guessing the thieves saw us leave for the day. The front wheel was stolen off my bicycle, we had all four locked up on a bike rack through the frames, but not the wheels. What a bummer, the local bike shop nearby charged $60 to replace it.
In all our years of mostly State and Provincial Park camping we've never had an issue. We do put things away at night, and aside from bikes really have nothing valuable outside.
I do think that parks closer to cities might statistically be more prone to thefts just by the fact that access is easier for thieves on the prowl, though I know trail heads for hikers are easy targets in way out places as well. Hans