Location, location, location, and situational awareness. There is little you can do to keep a determined thief from breaking in. Just like a house, you have windows, but you also have mobility. An alarm will only help if someone is around to respond to the alarm. A friends motorhome was stolen from a beach parking lot in Florida while the family was enjoying the ocean...many years ago. An basic alarm might be useful if the storage facility is manned or guarded. If not, why bother with an alarm. Make your coach a harder target than the neighbors (doesn't sound real brotherly, but it typically helps). Shield windows so someone can't see what is inside, lock all windows and doors, put a hitch lock on trailer, empty compartments, so if the compartment is opened there is nothing gained. (most storage compartments use the same key, or a very few variations of the key). Get good insurance.
There will always be bad people willing to damage and steal for personal gain.
In my 40 plus years of Rving I have had the good fortune not to meet any bad people.
Happy Trails.