Tent camping with my mom we had a camp lantern (the kind with mantles) stolen from the picnic table in our site once when we were away. Campground thefts do occur, but they are not really common by any stretch; and thefts of a whole trailer or RV much less common than petty theft of loose odds and ends such as portable generators.
Trailer thefts from people's driveways do occur, though I don't know if RVs are more or less likely to be stolen than utility trailers or boats, etc. One good, simple way to help prevent this is to store the trailer with the tongue facing the garage or house, and preferably close to it, so that it's not practical to drive a vehicle in and hook up quickly. Chains and locks can be cut quite rapidly in most cases with e.g. a battery powered grinder if someone is determined to do that sort of thing.